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 | 0.42% | 2.33 CHF | 2.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'175'710 CHF | 1'180'710 CHF | 100.00% | 100.00% |
19.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'143'860 CHF | 1'148'860 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 2.30 CHF | 2.31 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'089'510 CHF | 1'094'510 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'107'670 CHF | 1'112'670 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'139'050 CHF | 1'144'050 CHF | 99.79% | 99.79% |
13.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'105'670 CHF | 1'110'670 CHF | 100.00% | 100.00% |
12.11.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'119'960 CHF | 1'124'960 CHF | 100.00% | 100.00% |
11.11.2024 | 0.44% | 2.20 CHF | 2.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'145'170 CHF | 1'150'170 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'222'590 CHF | 1'227'590 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'232'250 CHF | 1'237'250 CHF | 100.00% | 100.00% |