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 | 0.42% | 2.43 CHF | 2.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'187'910 CHF | 1'192'910 CHF | 99.54% | 99.54% |
19.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'185'700 CHF | 1'190'700 CHF | 99.56% | 99.56% |
18.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'148'460 CHF | 1'153'460 CHF | 99.58% | 99.58% |
15.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'167'910 CHF | 1'172'910 CHF | 98.92% | 98.92% |
14.11.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'209'060 CHF | 1'214'060 CHF | 98.73% | 98.73% |
13.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'245'070 CHF | 1'250'070 CHF | 96.69% | 96.69% |
12.11.2024 | 0.42% | 2.44 CHF | 2.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'179'250 CHF | 1'184'250 CHF | 99.55% | 99.55% |
11.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'189'680 CHF | 1'194'680 CHF | 99.57% | 99.57% |
08.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'197'360 CHF | 1'202'360 CHF | 99.52% | 99.52% |
07.11.2024 | 0.43% | 2.26 CHF | 2.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'150'360 CHF | 1'155'360 CHF | 99.49% | 99.49% |