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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 752'176 CHF | 753'676 CHF | 99.78% | 99.78% |
25.11.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 150'000 | 150'000 | 149'885 | 149'885 | 767'550 CHF | 769'050 CHF | 100.00% | 100.00% |
22.11.2024 | 0.18% | 5.43 CHF | 5.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 810'367 CHF | 811'867 CHF | 100.00% | 100.00% |
20.11.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 788'254 CHF | 789'754 CHF | 100.00% | 100.00% |
19.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 807'121 CHF | 808'621 CHF | 99.65% | 99.65% |
18.11.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 781'916 CHF | 783'416 CHF | 100.00% | 100.00% |
15.11.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 763'595 CHF | 765'095 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 5.02 CHF | 5.03 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 728'717 CHF | 730'217 CHF | 99.79% | 99.79% |
13.11.2024 | 0.19% | 5.15 CHF | 5.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 780'932 CHF | 782'432 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 752'764 CHF | 754'264 CHF | 100.00% | 100.00% |