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% | 5.43 CHF | 5.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 276'001 CHF | 276'648 CHF | 99.36% | 99.36% |
19.11.2024 | 0.25% | 5.40 CHF | 5.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 268'069 CHF | 268'752 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 5.48 CHF | 5.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 272'010 CHF | 272'673 CHF | 100.00% | 100.00% |
15.11.2024 | 0.28% | 5.40 CHF | 5.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 270'534 CHF | 271'293 CHF | 99.47% | 99.47% |
14.11.2024 | 0.28% | 5.50 CHF | 5.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 272'382 CHF | 273'150 CHF | 99.44% | 99.44% |
13.11.2024 | 0.25% | 5.40 CHF | 5.41 CHF | 50'000 | 50'000 | 49'556 | 49'556 | 267'929 CHF | 268'591 CHF | 98.88% | 98.88% |
12.11.2024 | 0.26% | 5.47 CHF | 5.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 277'767 CHF | 278'497 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 5.65 CHF | 5.67 CHF | 50'000 | 50'000 | 48'721 | 48'721 | 272'896 CHF | 273'617 CHF | 100.00% | 100.00% |
08.11.2024 | 0.27% | 5.48 CHF | 5.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 275'055 CHF | 275'811 CHF | 100.00% | 100.00% |
07.11.2024 | 0.24% | 5.70 CHF | 5.72 CHF | 50'000 | 50'000 | 48'701 | 48'701 | 279'026 CHF | 279'679 CHF | 98.94% | 98.94% |