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 | 0.23% | 5.77 CHF | 5.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 291'828 CHF | 292'490 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 5.59 CHF | 5.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 278'092 CHF | 278'767 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 5.63 CHF | 5.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 279'774 CHF | 280'492 CHF | 100.00% | 100.00% |
15.11.2024 | 0.24% | 5.62 CHF | 5.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 282'852 CHF | 283'519 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 5.70 CHF | 5.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 285'500 CHF | 286'203 CHF | 99.52% | 99.52% |
13.11.2024 | 0.22% | 5.75 CHF | 5.77 CHF | 50'000 | 50'000 | 49'441 | 49'441 | 285'388 CHF | 286'010 CHF | 99.32% | 99.32% |
12.11.2024 | 0.23% | 5.77 CHF | 5.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 294'451 CHF | 295'130 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 6.00 CHF | 6.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 300'138 CHF | 300'800 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 5.88 CHF | 5.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 292'323 CHF | 293'010 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 5.87 CHF | 5.88 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 286'308 CHF | 286'953 CHF | 99.13% | 99.13% |