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 | 0.45% | 2.21 CHF | 2.22 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 991'858 CHF | 221'413 CHF | 99.16% | 99.16% |
19.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'027'660 CHF | 229'369 CHF | 99.16% | 99.16% |
18.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'026'270 CHF | 229'060 CHF | 99.20% | 99.20% |
15.11.2024 | 0.48% | 2.27 CHF | 2.28 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 936'416 CHF | 209'092 CHF | 99.16% | 99.16% |
14.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 820'886 CHF | 183'419 CHF | 99.15% | 99.15% |
13.11.2024 | 0.53% | 1.82 CHF | 1.83 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 839'275 CHF | 187'506 CHF | 99.16% | 99.16% |
12.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 811'104 CHF | 181'245 CHF | 99.15% | 99.15% |
11.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 826'638 CHF | 184'697 CHF | 99.16% | 99.16% |
08.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 865'850 CHF | 193'411 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 881'111 CHF | 196'803 CHF | 97.98% | 97.98% |