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 | 0.39% | 2.53 CHF | 2.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'163'680 CHF | 389'395 CHF | 99.38% | 99.38% |
19.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'040'950 CHF | 348'483 CHF | 99.38% | 99.38% |
18.11.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'056'170 CHF | 353'556 CHF | 99.38% | 99.38% |
15.11.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'083'290 CHF | 362'596 CHF | 99.35% | 99.35% |
14.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'107'410 CHF | 370'635 CHF | 99.38% | 99.38% |
13.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'135'080 CHF | 379'861 CHF | 99.38% | 99.38% |
12.11.2024 | 0.38% | 2.52 CHF | 2.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'187'350 CHF | 397'283 CHF | 99.15% | 99.15% |
11.11.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'238'450 CHF | 414'318 CHF | 99.37% | 99.37% |
08.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'167'930 CHF | 390'810 CHF | 99.38% | 99.38% |
07.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'181'720 CHF | 395'406 CHF | 98.58% | 98.58% |