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% | 2.21 CHF | 2.22 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 1'022'290 CHF | 171'132 CHF | 99.16% | 99.16% |
19.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 1'000'840 CHF | 167'556 CHF | 99.17% | 99.17% |
18.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 1'055'020 CHF | 176'587 CHF | 99.22% | 99.22% |
15.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 1'075'090 CHF | 179'931 CHF | 99.17% | 99.17% |
14.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 1'005'170 CHF | 168'278 CHF | 99.16% | 99.16% |
13.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 981'081 CHF | 164'263 CHF | 99.16% | 99.16% |
12.11.2024 | 0.42% | 2.19 CHF | 2.20 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 1'057'520 CHF | 177'004 CHF | 99.16% | 99.16% |
11.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 1'104'630 CHF | 184'856 CHF | 99.16% | 99.16% |
08.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 1'042'200 CHF | 174'451 CHF | 99.17% | 99.17% |
07.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 988'658 CHF | 331'053 CHF | 98.18% | 98.18% |