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% | 5.88 CHF | 5.89 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 875'895 CHF | 877'395 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 895'195 CHF | 896'695 CHF | 100.00% | 100.00% |
18.11.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 869'705 CHF | 871'205 CHF | 100.00% | 100.00% |
15.11.2024 | 0.18% | 5.67 CHF | 5.68 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 852'179 CHF | 853'679 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 817'415 CHF | 818'915 CHF | 99.91% | 99.91% |
13.11.2024 | 0.17% | 5.73 CHF | 5.74 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 868'329 CHF | 869'829 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 840'692 CHF | 842'192 CHF | 100.00% | 100.00% |
11.11.2024 | 0.17% | 5.59 CHF | 5.60 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 878'456 CHF | 879'956 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 5.96 CHF | 5.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 902'334 CHF | 903'834 CHF | 100.00% | 100.00% |
07.11.2024 | 0.17% | 6.13 CHF | 6.14 CHF | 150'000 | 150'000 | 149'993 | 149'993 | 893'995 CHF | 895'495 CHF | 99.47% | 99.47% |