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 | 0.27% | 5.67 CHF | 5.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 287'734 CHF | 288'501 CHF | 99.37% | 99.37% |
19.11.2024 | 0.24% | 5.64 CHF | 5.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 279'907 CHF | 280'569 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 5.71 CHF | 5.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 283'830 CHF | 284'510 CHF | 100.00% | 100.00% |
15.11.2024 | 0.23% | 5.64 CHF | 5.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 282'371 CHF | 283'034 CHF | 99.48% | 99.48% |
14.11.2024 | 0.23% | 5.74 CHF | 5.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 284'219 CHF | 284'882 CHF | 99.44% | 99.44% |
13.11.2024 | 0.27% | 5.64 CHF | 5.65 CHF | 50'000 | 50'000 | 49'556 | 49'556 | 279'565 CHF | 280'323 CHF | 98.88% | 98.88% |
12.11.2024 | 0.24% | 5.70 CHF | 5.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 289'583 CHF | 290'267 CHF | 100.00% | 100.00% |
11.11.2024 | 0.25% | 5.89 CHF | 5.90 CHF | 50'000 | 50'000 | 48'721 | 48'721 | 284'400 CHF | 285'089 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 5.72 CHF | 5.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 286'904 CHF | 287'555 CHF | 100.00% | 100.00% |
07.11.2024 | 0.27% | 5.94 CHF | 5.95 CHF | 50'000 | 50'000 | 48'701 | 48'701 | 290'466 CHF | 291'222 CHF | 98.94% | 98.94% |