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% | 5.49 CHF | 5.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 415'996 CHF | 416'746 CHF | 100.00% | 100.00% |
19.11.2024 | 0.18% | 5.48 CHF | 5.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 412'794 CHF | 413'544 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 411'918 CHF | 412'668 CHF | 100.00% | 100.00% |
15.11.2024 | 0.18% | 5.48 CHF | 5.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 408'587 CHF | 409'337 CHF | 100.00% | 100.00% |
14.11.2024 | 0.19% | 5.42 CHF | 5.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 401'487 CHF | 402'237 CHF | 99.57% | 99.57% |
13.11.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 391'969 CHF | 392'722 CHF | 99.32% | 99.32% |
12.11.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 394'344 CHF | 395'094 CHF | 100.00% | 100.00% |
11.11.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 401'770 CHF | 402'520 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 392'976 CHF | 393'726 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 5.34 CHF | 5.35 CHF | 75'000 | 75'000 | 73'704 | 73'704 | 395'232 CHF | 395'995 CHF | 99.13% | 99.13% |