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% | 1.96 CHF | 1.97 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'505'930 CHF | 605'372 CHF | 97.64% | 97.64% |
19.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'500'720 CHF | 603'287 CHF | 90.00% | 90.00% |
18.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'534'940 CHF | 616'977 CHF | 93.94% | 93.94% |
15.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'500'130 CHF | 603'052 CHF | 94.11% | 94.11% |
14.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'487'200 CHF | 597'879 CHF | 97.35% | 97.35% |
13.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'479'830 CHF | 594'933 CHF | 94.20% | 94.20% |
12.11.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'505'480 CHF | 605'191 CHF | 92.60% | 92.60% |
11.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'526'060 CHF | 613'424 CHF | 94.26% | 94.26% |
08.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'508'030 CHF | 606'213 CHF | 92.61% | 92.61% |
07.11.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'548'640 CHF | 622'454 CHF | 97.78% | 97.78% |