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 | 0.24% | 6.34 CHF | 6.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 316'543 CHF | 317'293 CHF | 14.13% | 100.00% |
19.11.2024 | 0.24% | 6.27 CHF | 6.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 315'900 CHF | 316'664 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 6.23 CHF | 6.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 306'818 CHF | 307'567 CHF | 100.00% | 100.00% |
15.11.2024 | 0.25% | 5.96 CHF | 5.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 295'997 CHF | 296'743 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 5.89 CHF | 5.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 287'908 CHF | 288'656 CHF | 99.56% | 99.56% |
13.11.2024 | 0.26% | 5.86 CHF | 5.87 CHF | 50'000 | 50'000 | 49'704 | 49'704 | 290'449 CHF | 291'202 CHF | 99.32% | 99.32% |
12.11.2024 | 0.34% | 5.78 CHF | 5.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 294'942 CHF | 295'942 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 6.03 CHF | 6.05 CHF | 50'000 | 50'000 | 41'256 | 41'256 | 250'980 CHF | 251'733 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 5.63 CHF | 5.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 281'609 CHF | 282'515 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 5.75 CHF | 5.76 CHF | 50'000 | 50'000 | 35'694 | 35'694 | 205'612 CHF | 206'352 CHF | 97.53% | 97.53% |