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 | 0.51% | 1.92 CHF | 1.93 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'457'770 CHF | 488'424 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'426'970 CHF | 478'157 CHF | 99.37% | 99.37% |
18.11.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'334'720 CHF | 447'406 CHF | 99.25% | 99.25% |
15.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'226'370 CHF | 411'291 CHF | 99.38% | 99.38% |
14.11.2024 | 0.65% | 1.61 CHF | 1.62 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'148'030 CHF | 385'177 CHF | 99.37% | 99.37% |
13.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'190'830 CHF | 399'445 CHF | 99.37% | 99.37% |
12.11.2024 | 0.61% | 1.55 CHF | 1.56 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'217'240 CHF | 408'247 CHF | 99.38% | 99.38% |
11.11.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'310'780 CHF | 439'427 CHF | 99.37% | 99.37% |
08.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'085'420 CHF | 364'306 CHF | 99.37% | 99.37% |
07.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'141'570 CHF | 383'024 CHF | 98.36% | 98.36% |