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 | 0.47% | 2.09 CHF | 2.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'273'260 CHF | 426'418 CHF | 89.44% | 89.44% |
19.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'242'810 CHF | 416'269 CHF | 90.50% | 90.50% |
18.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'261'330 CHF | 422'445 CHF | 88.89% | 88.89% |
15.11.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'306'700 CHF | 437'568 CHF | 86.20% | 86.20% |
14.11.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'309'260 CHF | 438'420 CHF | 89.16% | 89.16% |
13.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'305'720 CHF | 437'241 CHF | 83.40% | 83.40% |
12.11.2024 | 0.45% | 2.16 CHF | 2.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'324'840 CHF | 443'613 CHF | 91.69% | 91.69% |
11.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'384'070 CHF | 463'357 CHF | 92.98% | 92.98% |
08.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'335'780 CHF | 447'259 CHF | 88.04% | 88.04% |
07.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'356'630 CHF | 454'210 CHF | 95.27% | 95.27% |