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 | 0.50% | 1.98 CHF | 1.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 902'947 CHF | 302'482 CHF | 99.44% | 99.44% |
19.11.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 908'358 CHF | 304'286 CHF | 98.95% | 98.95% |
18.11.2024 | 0.50% | 2.06 CHF | 2.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 905'403 CHF | 303'301 CHF | 97.62% | 97.62% |
15.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 903'254 CHF | 302'585 CHF | 99.44% | 99.44% |
14.11.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 882'595 CHF | 295'698 CHF | 99.44% | 99.44% |
13.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 842'477 CHF | 282'326 CHF | 96.93% | 96.93% |
12.11.2024 | 0.52% | 1.86 CHF | 1.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 869'831 CHF | 291'444 CHF | 96.97% | 96.97% |
11.11.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 903'102 CHF | 302'534 CHF | 99.47% | 99.47% |
08.11.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 914'224 CHF | 306'241 CHF | 90.59% | 90.59% |
07.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 944'016 CHF | 316'172 CHF | 98.69% | 98.69% |