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 | 0.36% | 2.77 CHF | 2.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'246'790 CHF | 417'098 CHF | 98.85% | 98.85% |
19.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'245'700 CHF | 416'733 CHF | 98.31% | 98.31% |
18.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'235'760 CHF | 413'420 CHF | 96.70% | 96.70% |
15.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'234'620 CHF | 413'040 CHF | 98.29% | 98.29% |
14.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'247'890 CHF | 417'463 CHF | 98.90% | 98.90% |
13.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'250'460 CHF | 418'319 CHF | 86.91% | 86.91% |
12.11.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'231'230 CHF | 411'910 CHF | 96.30% | 96.30% |
11.11.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'231'800 CHF | 412'100 CHF | 98.89% | 98.89% |
08.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'237'770 CHF | 414'089 CHF | 89.97% | 89.97% |
07.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'217'110 CHF | 407'202 CHF | 98.26% | 98.26% |