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 | 0.46% | 2.16 CHF | 2.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 983'554 CHF | 329'351 CHF | 99.47% | 99.47% |
19.11.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 936'329 CHF | 313'610 CHF | 99.23% | 99.23% |
18.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 926'110 CHF | 310'204 CHF | 99.21% | 99.21% |
15.11.2024 | 0.45% | 2.09 CHF | 2.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'001'110 CHF | 335'203 CHF | 99.38% | 99.38% |
14.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'044'070 CHF | 349'523 CHF | 98.32% | 98.32% |
13.11.2024 | 0.42% | 2.28 CHF | 2.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'062'840 CHF | 355'781 CHF | 95.26% | 95.26% |
12.11.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'085'180 CHF | 363'225 CHF | 98.47% | 98.47% |
11.11.2024 | 0.39% | 2.47 CHF | 2.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'146'030 CHF | 383'510 CHF | 99.37% | 99.37% |
08.11.2024 | 0.38% | 2.54 CHF | 2.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'182'220 CHF | 395'574 CHF | 97.77% | 97.77% |
07.11.2024 | 0.42% | 2.71 CHF | 2.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'072'320 CHF | 358'941 CHF | 98.60% | 98.60% |