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 | 0.34% | 2.87 CHF | 2.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'305'020 CHF | 436'505 CHF | 99.44% | 99.44% |
19.11.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'309'850 CHF | 438'115 CHF | 98.95% | 98.95% |
18.11.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'308'050 CHF | 437'515 CHF | 97.67% | 97.67% |
15.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'306'760 CHF | 437'086 CHF | 99.44% | 99.44% |
14.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'285'430 CHF | 429'977 CHF | 99.44% | 99.44% |
13.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'245'320 CHF | 416'608 CHF | 97.00% | 97.00% |
12.11.2024 | 0.35% | 2.76 CHF | 2.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'272'200 CHF | 425'567 CHF | 96.84% | 96.84% |
11.11.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'306'050 CHF | 436'849 CHF | 99.47% | 99.47% |
08.11.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'317'780 CHF | 440'759 CHF | 90.60% | 90.60% |
07.11.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'349'030 CHF | 451'178 CHF | 98.71% | 98.71% |