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 | 0.46% | 2.13 CHF | 2.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'073'920 CHF | 1'078'920 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'042'820 CHF | 1'047'820 CHF | 99.64% | 99.64% |
18.11.2024 | 0.51% | 2.10 CHF | 2.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 987'554 CHF | 992'554 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'006'140 CHF | 1'011'140 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'037'030 CHF | 1'042'030 CHF | 99.79% | 99.79% |
13.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'004'710 CHF | 1'009'710 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 1.98 CHF | 1.99 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'019'040 CHF | 1'024'040 CHF | 100.00% | 100.00% |
11.11.2024 | 0.48% | 2.00 CHF | 2.01 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'044'530 CHF | 1'049'530 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 2.18 CHF | 2.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'122'740 CHF | 1'127'740 CHF | 100.00% | 100.00% |
07.11.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'131'650 CHF | 1'136'650 CHF | 100.00% | 100.00% |