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 | 656'426 CHF | 97.64% | 97.64% |
19.11.2024 | 0.46% | 2.19 CHF | 2.19 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'628'180 CHF | 654'273 CHF | 89.97% | 89.97% |
18.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'662'920 CHF | 668'169 CHF | 93.85% | 93.85% |
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 | 1'607'710 CHF | 646'083 CHF | 94.21% | 94.21% |
12.11.2024 | 0.46% | 2.13 CHF | 2.13 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'633'310 CHF | 656'323 CHF | 92.48% | 92.48% |
11.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'653'920 CHF | 664'570 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 | 657'434 CHF | 92.63% | 92.63% |
07.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'677'090 CHF | 673'837 CHF | 97.78% | 97.78% |