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% | 2.74 CHF | 2.75 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'382'340 CHF | 1'387'340 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'350'450 CHF | 1'355'450 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 2.71 CHF | 2.72 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'296'520 CHF | 1'301'520 CHF | 100.00% | 100.00% |
15.11.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'314'950 CHF | 1'319'950 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'346'780 CHF | 1'351'780 CHF | 99.79% | 99.79% |
13.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'311'740 CHF | 1'316'740 CHF | 100.00% | 100.00% |
12.11.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'325'800 CHF | 1'330'800 CHF | 100.00% | 100.00% |
11.11.2024 | 0.37% | 2.61 CHF | 2.62 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'350'500 CHF | 1'355'500 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'426'390 CHF | 1'431'390 CHF | 100.00% | 100.00% |
07.11.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'436'130 CHF | 1'441'130 CHF | 100.00% | 100.00% |