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 | 0.37% | 2.65 CHF | 2.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'204'540 CHF | 403'014 CHF | 99.44% | 99.44% |
19.11.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'209'520 CHF | 404'675 CHF | 98.94% | 98.94% |
18.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'207'420 CHF | 403'975 CHF | 97.67% | 97.67% |
15.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'205'960 CHF | 403'487 CHF | 99.44% | 99.44% |
14.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'184'820 CHF | 396'439 CHF | 99.44% | 99.44% |
13.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'144'770 CHF | 383'091 CHF | 96.93% | 96.93% |
12.11.2024 | 0.38% | 2.53 CHF | 2.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'171'750 CHF | 392'084 CHF | 96.91% | 96.91% |
11.11.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'205'320 CHF | 403'274 CHF | 99.47% | 99.47% |
08.11.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'217'060 CHF | 407'188 CHF | 90.60% | 90.60% |
07.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'247'940 CHF | 417'478 CHF | 98.69% | 98.69% |