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 | 0.44% | 2.23 CHF | 2.24 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'140'080 CHF | 343'523 CHF | 99.38% | 99.38% |
19.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'098'500 CHF | 331'050 CHF | 99.38% | 99.38% |
18.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'118'270 CHF | 336'980 CHF | 99.38% | 99.38% |
15.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'137'530 CHF | 342'760 CHF | 99.34% | 99.34% |
14.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'122'780 CHF | 338'335 CHF | 99.38% | 99.38% |
13.11.2024 | 0.45% | 2.29 CHF | 2.30 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'117'740 CHF | 336'822 CHF | 99.38% | 99.38% |
12.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'134'400 CHF | 341'821 CHF | 99.14% | 99.14% |
11.11.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'175'420 CHF | 354'125 CHF | 99.13% | 99.13% |
08.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'144'650 CHF | 344'894 CHF | 99.38% | 99.38% |
07.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'132'860 CHF | 341'358 CHF | 98.56% | 98.56% |