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 | 0.17% | 5.76 CHF | 5.77 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 349'263 CHF | 349'863 CHF | 99.73% | 99.73% |
19.11.2024 | 0.18% | 5.73 CHF | 5.74 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 342'148 CHF | 342'748 CHF | 99.85% | 99.85% |
18.11.2024 | 0.17% | 5.79 CHF | 5.80 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 345'768 CHF | 346'368 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 5.73 CHF | 5.74 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 344'342 CHF | 344'942 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 5.81 CHF | 5.82 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 346'034 CHF | 346'634 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 5.73 CHF | 5.74 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 344'084 CHF | 344'684 CHF | 99.93% | 99.93% |
12.11.2024 | 0.17% | 5.78 CHF | 5.79 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 350'770 CHF | 351'370 CHF | 100.00% | 100.00% |
11.11.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 352'834 CHF | 353'434 CHF | 99.67% | 99.67% |
08.11.2024 | 0.17% | 5.79 CHF | 5.80 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 348'357 CHF | 348'957 CHF | 100.00% | 100.00% |
07.11.2024 | 0.17% | 5.96 CHF | 5.97 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 358'529 CHF | 359'129 CHF | 99.70% | 99.70% |