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 | 0.48% | 2.09 CHF | 2.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 934'647 CHF | 313'049 CHF | 98.83% | 98.83% |
19.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 912'660 CHF | 305'720 CHF | 90.62% | 90.62% |
18.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 902'154 CHF | 302'218 CHF | 94.86% | 94.86% |
15.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 902'618 CHF | 302'373 CHF | 97.78% | 97.78% |
14.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 905'201 CHF | 303'234 CHF | 98.73% | 98.73% |
13.11.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 887'987 CHF | 297'496 CHF | 96.57% | 96.57% |
12.11.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 965'311 CHF | 323'270 CHF | 95.45% | 95.45% |
11.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 954'261 CHF | 319'587 CHF | 98.34% | 98.34% |
08.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 979'281 CHF | 327'927 CHF | 93.00% | 93.00% |
07.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 985'079 CHF | 329'860 CHF | 97.75% | 97.75% |