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% | 2.02 CHF | 2.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'226'470 CHF | 410'825 CHF | 98.90% | 98.90% |
19.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'194'950 CHF | 400'318 CHF | 97.93% | 97.93% |
18.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'241'600 CHF | 415'866 CHF | 97.00% | 97.00% |
15.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'230'910 CHF | 412'303 CHF | 98.25% | 98.25% |
14.11.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'202'830 CHF | 402'943 CHF | 98.89% | 98.89% |
13.11.2024 | 0.50% | 1.92 CHF | 1.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'188'970 CHF | 398'323 CHF | 86.93% | 86.93% |
12.11.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'223'040 CHF | 409'679 CHF | 96.48% | 96.48% |
11.11.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'217'470 CHF | 407'823 CHF | 98.94% | 98.94% |
08.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'177'370 CHF | 394'456 CHF | 90.11% | 90.11% |
07.11.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'261'270 CHF | 422'422 CHF | 98.25% | 98.25% |