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 | 0.48% | 2.02 CHF | 2.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 929'987 CHF | 311'496 CHF | 99.03% | 99.03% |
19.11.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 926'051 CHF | 310'184 CHF | 89.73% | 89.73% |
18.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'008'810 CHF | 337'769 CHF | 96.82% | 96.82% |
15.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'037'640 CHF | 347'381 CHF | 98.41% | 98.41% |
14.11.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'070'310 CHF | 358'272 CHF | 98.44% | 98.44% |
13.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 940'370 CHF | 314'957 CHF | 96.48% | 96.48% |
12.11.2024 | 0.46% | 2.07 CHF | 2.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 977'864 CHF | 327'455 CHF | 95.93% | 95.93% |
11.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'026'120 CHF | 343'539 CHF | 98.23% | 98.23% |
08.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'007'450 CHF | 337'317 CHF | 93.00% | 93.00% |
07.11.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'027'920 CHF | 344'139 CHF | 98.18% | 98.18% |