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% | 2.31 CHF | 2.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'404'560 CHF | 470'187 CHF | 89.44% | 89.44% |
19.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'374'140 CHF | 460'045 CHF | 90.49% | 90.49% |
18.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'392'960 CHF | 466'320 CHF | 88.90% | 88.90% |
15.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'438'570 CHF | 481'522 CHF | 86.16% | 86.16% |
14.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'440'960 CHF | 482'321 CHF | 89.16% | 89.16% |
13.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'437'500 CHF | 481'167 CHF | 83.40% | 83.40% |
12.11.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'456'500 CHF | 487'501 CHF | 91.60% | 91.60% |
11.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'515'920 CHF | 507'305 CHF | 92.97% | 92.97% |
08.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'467'680 CHF | 491'228 CHF | 88.02% | 88.02% |
07.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'488'940 CHF | 498'314 CHF | 95.25% | 95.25% |