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 | 0.48% | 2.01 CHF | 2.02 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 933'582 CHF | 104'231 CHF | 99.16% | 99.16% |
19.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 909'220 CHF | 101'524 CHF | 99.17% | 99.17% |
18.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 964'440 CHF | 107'660 CHF | 99.22% | 99.22% |
15.11.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 986'715 CHF | 110'135 CHF | 99.16% | 99.16% |
14.11.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 917'395 CHF | 102'433 CHF | 99.15% | 99.15% |
13.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 889'384 CHF | 99'321 CHF | 99.16% | 99.16% |
12.11.2024 | 0.46% | 1.99 CHF | 2.00 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 969'597 CHF | 108'233 CHF | 99.16% | 99.16% |
11.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 1'016'360 CHF | 113'429 CHF | 99.16% | 99.16% |
08.11.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 952'501 CHF | 106'333 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 897'713 CHF | 300'738 CHF | 98.18% | 98.18% |