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 | 0.18% | 5.50 CHF | 5.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'124'900 CHF | 1'126'900 CHF | 96.54% | 96.54% |
19.11.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'098'960 CHF | 1'100'960 CHF | 99.39% | 99.39% |
18.11.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'133'930 CHF | 1'135'930 CHF | 98.57% | 98.57% |
15.11.2024 | 0.17% | 5.68 CHF | 5.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'157'180 CHF | 1'159'180 CHF | 99.65% | 99.65% |
14.11.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'183'500 CHF | 1'185'500 CHF | 99.49% | 99.49% |
13.11.2024 | 0.18% | 5.84 CHF | 5.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'162'200 CHF | 1'164'340 CHF | 99.08% | 99.08% |
12.11.2024 | 0.17% | 5.86 CHF | 5.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'209'470 CHF | 1'211'470 CHF | 99.18% | 99.18% |
11.11.2024 | 0.16% | 6.30 CHF | 6.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'263'410 CHF | 1'265'410 CHF | 99.34% | 99.34% |
08.11.2024 | 0.16% | 6.08 CHF | 6.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'226'140 CHF | 1'228'140 CHF | 96.27% | 96.27% |
07.11.2024 | 0.17% | 6.34 CHF | 6.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'275'440 CHF | 1'277'570 CHF | 99.13% | 99.13% |