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% | 2.10 CHF | 2.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 943'577 CHF | 316'026 CHF | 98.85% | 98.85% |
19.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 943'083 CHF | 315'861 CHF | 98.33% | 98.33% |
18.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 932'352 CHF | 312'284 CHF | 96.58% | 96.58% |
15.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 929'905 CHF | 311'468 CHF | 98.31% | 98.31% |
14.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 943'747 CHF | 316'082 CHF | 98.90% | 98.90% |
13.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 946'433 CHF | 316'978 CHF | 86.89% | 86.89% |
12.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 927'465 CHF | 310'655 CHF | 96.31% | 96.31% |
11.11.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 927'714 CHF | 310'738 CHF | 98.90% | 98.90% |
08.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 932'518 CHF | 312'339 CHF | 89.94% | 89.94% |
07.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 911'021 CHF | 305'174 CHF | 98.25% | 98.25% |