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 | 0.48% | 2.03 CHF | 2.04 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'556'020 CHF | 625'407 CHF | 97.64% | 97.64% |
19.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'550'400 CHF | 623'162 CHF | 90.00% | 90.00% |
18.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'585'060 CHF | 637'025 CHF | 93.52% | 93.52% |
15.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'549'990 CHF | 622'996 CHF | 94.12% | 94.12% |
14.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'537'300 CHF | 617'919 CHF | 97.35% | 97.35% |
13.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'529'660 CHF | 614'862 CHF | 94.28% | 94.28% |
12.11.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'555'360 CHF | 625'145 CHF | 92.67% | 92.67% |
11.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'575'890 CHF | 633'354 CHF | 94.22% | 94.22% |
08.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'557'870 CHF | 626'147 CHF | 92.63% | 92.63% |
07.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'598'650 CHF | 642'461 CHF | 97.76% | 97.76% |