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 | 0.44% | 2.22 CHF | 2.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'351'880 CHF | 452'626 CHF | 98.89% | 98.89% |
19.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'320'180 CHF | 442'059 CHF | 97.93% | 97.93% |
18.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'367'250 CHF | 457'750 CHF | 97.07% | 97.07% |
15.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'356'760 CHF | 454'255 CHF | 98.27% | 98.27% |
14.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'328'460 CHF | 444'821 CHF | 98.91% | 98.91% |
13.11.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'314'660 CHF | 440'221 CHF | 86.82% | 86.82% |
12.11.2024 | 0.44% | 2.19 CHF | 2.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'348'570 CHF | 451'523 CHF | 96.40% | 96.40% |
11.11.2024 | 0.45% | 2.29 CHF | 2.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'343'200 CHF | 449'733 CHF | 98.94% | 98.94% |
08.11.2024 | 0.46% | 2.15 CHF | 2.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'303'250 CHF | 436'415 CHF | 90.24% | 90.24% |
07.11.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'387'610 CHF | 464'537 CHF | 98.25% | 98.25% |