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 | 0.38% | 2.59 CHF | 2.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'573'370 CHF | 526'458 CHF | 98.95% | 98.95% |
19.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'516'190 CHF | 507'396 CHF | 90.71% | 90.71% |
18.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'517'770 CHF | 507'925 CHF | 97.23% | 97.23% |
15.11.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'522'770 CHF | 509'589 CHF | 98.31% | 98.31% |
14.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'544'750 CHF | 516'917 CHF | 99.01% | 99.01% |
13.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'523'460 CHF | 509'819 CHF | 96.49% | 96.49% |
12.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'568'770 CHF | 524'923 CHF | 96.55% | 96.55% |
11.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'592'440 CHF | 532'814 CHF | 98.98% | 98.98% |
08.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'577'630 CHF | 527'876 CHF | 98.92% | 98.92% |
07.11.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'541'230 CHF | 515'742 CHF | 98.30% | 98.30% |