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 | 0.46% | 2.16 CHF | 2.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'080'000 CHF | 217'000 CHF | 99.27% | 99.27% |
19.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'079'900 CHF | 216'980 CHF | 99.27% | 99.27% |
18.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'079'800 CHF | 216'961 CHF | 99.27% | 99.27% |
15.11.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'075'000 CHF | 216'000 CHF | 98.71% | 98.71% |
14.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'070'570 CHF | 215'114 CHF | 99.27% | 99.27% |
13.11.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'075'000 CHF | 216'000 CHF | 99.02% | 99.02% |
12.11.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'070'750 CHF | 215'151 CHF | 92.98% | 92.98% |
11.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'068'680 CHF | 214'736 CHF | 99.27% | 99.27% |
08.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'066'900 CHF | 214'381 CHF | 99.25% | 99.25% |
07.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'064'520 CHF | 213'904 CHF | 1.12% | 1.12% |