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 | 0.38% | 2.62 CHF | 2.63 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'178'720 CHF | 262'938 CHF | 99.16% | 99.16% |
19.11.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'214'570 CHF | 270'906 CHF | 99.17% | 99.17% |
18.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'213'080 CHF | 270'574 CHF | 99.23% | 99.23% |
15.11.2024 | 0.40% | 2.68 CHF | 2.69 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'123'240 CHF | 250'610 CHF | 99.16% | 99.16% |
14.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'007'790 CHF | 224'954 CHF | 99.15% | 99.15% |
13.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'025'970 CHF | 228'993 CHF | 99.16% | 99.16% |
12.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 998'363 CHF | 222'858 CHF | 99.16% | 99.16% |
11.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'013'250 CHF | 226'167 CHF | 99.17% | 99.17% |
08.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'052'500 CHF | 234'889 CHF | 99.16% | 99.16% |
07.11.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'067'980 CHF | 238'329 CHF | 97.98% | 97.98% |