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 | 0.38% | 2.62 CHF | 2.63 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'297'020 CHF | 390'605 CHF | 99.38% | 99.38% |
19.11.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'290'880 CHF | 388'763 CHF | 99.37% | 99.37% |
18.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'217'030 CHF | 366'610 CHF | 99.37% | 99.37% |
15.11.2024 | 0.41% | 2.50 CHF | 2.51 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'221'790 CHF | 368'037 CHF | 99.34% | 99.34% |
14.11.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'207'540 CHF | 363'761 CHF | 99.38% | 99.38% |
13.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'242'860 CHF | 374'359 CHF | 99.37% | 99.37% |
12.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'219'350 CHF | 367'304 CHF | 99.12% | 99.12% |
11.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'157'580 CHF | 348'773 CHF | 99.13% | 99.13% |
08.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'162'760 CHF | 350'327 CHF | 99.37% | 99.37% |
07.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 1'133'190 CHF | 341'458 CHF | 98.56% | 98.56% |