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 | 0.39% | 2.56 CHF | 2.57 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'290'830 CHF | 1'295'830 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'259'080 CHF | 1'264'080 CHF | 100.00% | 100.00% |
18.11.2024 | 0.41% | 2.53 CHF | 2.54 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'204'830 CHF | 1'209'830 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'223'510 CHF | 1'228'510 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'254'660 CHF | 1'259'660 CHF | 99.91% | 99.91% |
13.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'220'890 CHF | 1'225'890 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 2.41 CHF | 2.42 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'234'560 CHF | 1'239'560 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'259'990 CHF | 1'264'990 CHF | 100.00% | 100.00% |
08.11.2024 | 0.37% | 2.61 CHF | 2.62 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'336'150 CHF | 1'341'150 CHF | 100.00% | 100.00% |
07.11.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'346'060 CHF | 1'351'060 CHF | 100.00% | 100.00% |