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 | 0.43% | 2.29 CHF | 2.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'051'520 CHF | 352'006 CHF | 99.02% | 99.02% |
19.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'047'430 CHF | 350'644 CHF | 90.20% | 90.20% |
18.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'130'690 CHF | 378'396 CHF | 97.00% | 97.00% |
15.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'159'560 CHF | 388'021 CHF | 98.41% | 98.41% |
14.11.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'192'100 CHF | 398'868 CHF | 98.44% | 98.44% |
13.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'062'050 CHF | 355'516 CHF | 96.44% | 96.44% |
12.11.2024 | 0.41% | 2.34 CHF | 2.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'099'490 CHF | 367'998 CHF | 95.91% | 95.91% |
11.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'147'900 CHF | 384'133 CHF | 98.24% | 98.24% |
08.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'129'480 CHF | 377'992 CHF | 92.99% | 92.99% |
07.11.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'150'290 CHF | 384'929 CHF | 98.17% | 98.17% |