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 | 0.45% | 2.20 CHF | 2.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'002'190 CHF | 335'562 CHF | 99.44% | 99.44% |
19.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'007'490 CHF | 337'330 CHF | 98.94% | 98.94% |
18.11.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'004'780 CHF | 336'426 CHF | 97.64% | 97.64% |
15.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'002'940 CHF | 335'812 CHF | 99.44% | 99.44% |
14.11.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 981'999 CHF | 328'833 CHF | 99.44% | 99.44% |
13.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 941'991 CHF | 315'497 CHF | 97.00% | 97.00% |
12.11.2024 | 0.46% | 2.08 CHF | 2.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 969'209 CHF | 324'570 CHF | 96.91% | 96.91% |
11.11.2024 | 0.45% | 2.19 CHF | 2.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'002'580 CHF | 335'692 CHF | 99.47% | 99.47% |
08.11.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'013'900 CHF | 339'466 CHF | 90.60% | 90.60% |
07.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'043'950 CHF | 349'483 CHF | 98.70% | 98.70% |