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 | 0.43% | 2.31 CHF | 2.32 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'164'930 CHF | 233'986 CHF | 99.27% | 99.27% |
19.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'150'140 CHF | 231'029 CHF | 99.27% | 99.27% |
18.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'146'740 CHF | 230'349 CHF | 99.27% | 99.27% |
15.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'124'300 CHF | 225'860 CHF | 99.27% | 99.27% |
14.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'101'660 CHF | 221'331 CHF | 99.27% | 99.27% |
13.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'101'310 CHF | 221'263 CHF | 99.27% | 99.27% |
12.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'116'920 CHF | 224'385 CHF | 99.25% | 99.25% |
11.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'138'500 CHF | 228'699 CHF | 99.27% | 99.27% |
08.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'115'170 CHF | 224'033 CHF | 99.25% | 99.25% |
07.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'150'000 CHF | 231'000 CHF | 1.12% | 1.12% |