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 | 0.46% | 2.13 CHF | 2.14 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'633'570 CHF | 656'430 CHF | 97.63% | 97.63% |
19.11.2024 | 0.46% | 2.19 CHF | 2.19 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'628'170 CHF | 654'266 CHF | 89.97% | 89.97% |
18.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'662'910 CHF | 668'165 CHF | 93.83% | 93.83% |
15.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'628'150 CHF | 654'260 CHF | 94.09% | 94.09% |
14.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'615'180 CHF | 649'070 CHF | 97.35% | 97.35% |
13.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'607'690 CHF | 646'075 CHF | 94.31% | 94.31% |
12.11.2024 | 0.46% | 2.13 CHF | 2.13 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'633'300 CHF | 656'318 CHF | 92.54% | 92.54% |
11.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'653'930 CHF | 664'571 CHF | 94.24% | 94.24% |
08.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'636'080 CHF | 657'433 CHF | 92.62% | 92.62% |
07.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'677'090 CHF | 673'836 CHF | 97.76% | 97.76% |