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 | 0.45% | 2.16 CHF | 2.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 989'584 CHF | 331'361 CHF | 99.03% | 99.03% |
19.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 985'563 CHF | 330'021 CHF | 90.21% | 90.21% |
18.11.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'068'850 CHF | 357'784 CHF | 97.20% | 97.20% |
15.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'097'380 CHF | 367'294 CHF | 98.43% | 98.43% |
14.11.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'130'070 CHF | 378'191 CHF | 98.44% | 98.44% |
13.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 999'985 CHF | 334'828 CHF | 96.56% | 96.56% |
12.11.2024 | 0.43% | 2.20 CHF | 2.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'037'240 CHF | 347'248 CHF | 95.81% | 95.81% |
11.11.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'085'700 CHF | 363'399 CHF | 98.23% | 98.23% |
08.11.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'067'480 CHF | 357'326 CHF | 93.00% | 93.00% |
07.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'087'970 CHF | 364'158 CHF | 98.18% | 98.18% |