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 | 0.49% | 2.02 CHF | 2.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 920'596 CHF | 308'365 CHF | 99.41% | 99.41% |
19.11.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 874'022 CHF | 292'841 CHF | 99.53% | 99.53% |
18.11.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 863'640 CHF | 289'380 CHF | 99.35% | 99.35% |
15.11.2024 | 0.48% | 1.95 CHF | 1.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 937'950 CHF | 314'150 CHF | 99.36% | 99.36% |
14.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 980'762 CHF | 328'421 CHF | 98.14% | 98.14% |
13.11.2024 | 0.45% | 2.14 CHF | 2.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 999'940 CHF | 334'813 CHF | 95.29% | 95.29% |
12.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'022'390 CHF | 342'296 CHF | 98.48% | 98.48% |
11.11.2024 | 0.41% | 2.33 CHF | 2.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'082'990 CHF | 362'497 CHF | 99.37% | 99.37% |
08.11.2024 | 0.40% | 2.40 CHF | 2.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'119'950 CHF | 374'818 CHF | 98.80% | 98.80% |
07.11.2024 | 0.45% | 2.56 CHF | 2.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'011'090 CHF | 338'531 CHF | 98.61% | 98.61% |