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 | 0.49% | 2.04 CHF | 2.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'020'150 CHF | 205'030 CHF | 99.27% | 99.27% |
19.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'019'680 CHF | 204'935 CHF | 99.27% | 99.27% |
18.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'019'460 CHF | 204'891 CHF | 99.27% | 99.27% |
15.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'014'620 CHF | 203'925 CHF | 98.71% | 98.71% |
14.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'010'000 CHF | 203'000 CHF | 99.27% | 99.27% |
13.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'014'810 CHF | 203'962 CHF | 99.02% | 99.02% |
12.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'007'580 CHF | 202'515 CHF | 92.98% | 92.98% |
11.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'005'010 CHF | 202'003 CHF | 99.27% | 99.27% |
08.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'002'530 CHF | 201'507 CHF | 99.25% | 99.25% |
07.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'000'000 CHF | 201'000 CHF | 1.12% | 1.12% |