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 | 0.34% | 2.89 CHF | 2.90 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'455'330 CHF | 292'067 CHF | 99.27% | 99.27% |
19.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'441'350 CHF | 289'269 CHF | 99.27% | 99.27% |
18.11.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'437'430 CHF | 288'487 CHF | 99.27% | 99.27% |
15.11.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'414'830 CHF | 283'965 CHF | 99.27% | 99.27% |
14.11.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'391'660 CHF | 279'331 CHF | 99.27% | 99.27% |
13.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'391'310 CHF | 279'263 CHF | 99.27% | 99.27% |
12.11.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'407'390 CHF | 282'479 CHF | 99.25% | 99.25% |
11.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'428'840 CHF | 286'769 CHF | 99.27% | 99.27% |
08.11.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'405'170 CHF | 282'033 CHF | 99.26% | 99.26% |
07.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'440'000 CHF | 289'000 CHF | 1.12% | 1.12% |