Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 512'944 CHF | 515'444 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 507'537 CHF | 510'037 CHF | 99.91% | 99.91% |
18.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 513'297 CHF | 515'797 CHF | 99.90% | 99.90% |
15.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 512'836 CHF | 515'336 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 519'371 CHF | 521'871 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 498'431 CHF | 500'931 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 250'000 | 250'000 | 249'999 | 250'000 | 496'778 CHF | 499'280 CHF | 99.70% | 99.70% |
11.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 486'044 CHF | 488'544 CHF | 99.91% | 99.91% |
08.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 459'095 CHF | 461'595 CHF | 100.00% | 100.00% |
07.11.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 458'794 CHF | 461'294 CHF | 95.89% | 95.89% |