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 | 0.53% | 1.88 CHF | 1.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'132'390 CHF | 379'465 CHF | 98.90% | 98.90% |
19.11.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'179'490 CHF | 395'163 CHF | 90.32% | 90.32% |
18.11.2024 | 0.47% | 2.13 CHF | 2.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'275'370 CHF | 427'124 CHF | 97.08% | 97.08% |
15.11.2024 | 0.46% | 2.15 CHF | 2.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'293'300 CHF | 433'100 CHF | 98.92% | 98.92% |
14.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'309'450 CHF | 438'482 CHF | 98.94% | 98.94% |
13.11.2024 | 0.46% | 2.17 CHF | 2.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'301'720 CHF | 435'908 CHF | 96.41% | 96.41% |
12.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'292'270 CHF | 432'755 CHF | 96.47% | 96.47% |
11.11.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'280'480 CHF | 428'828 CHF | 98.86% | 98.86% |
08.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'267'800 CHF | 424'598 CHF | 98.90% | 98.90% |
07.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'245'160 CHF | 417'055 CHF | 98.23% | 98.23% |