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 | 0.39% | 4.98 CHF | 5.00 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'532'480 CHF | 508'497 CHF | 99.27% | 99.27% |
19.11.2024 | 0.41% | 4.95 CHF | 4.97 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'454'150 CHF | 492'830 CHF | 99.27% | 99.27% |
18.11.2024 | 0.40% | 5.02 CHF | 5.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'493'300 CHF | 500'660 CHF | 99.27% | 99.27% |
15.11.2024 | 0.40% | 4.95 CHF | 4.97 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'478'690 CHF | 497'738 CHF | 99.27% | 99.27% |
14.11.2024 | 0.40% | 5.05 CHF | 5.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'498'020 CHF | 501'603 CHF | 99.27% | 99.27% |
13.11.2024 | 0.40% | 4.95 CHF | 4.97 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'476'770 CHF | 497'354 CHF | 99.27% | 99.27% |
12.11.2024 | 0.39% | 5.01 CHF | 5.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'550'860 CHF | 512'172 CHF | 99.25% | 99.25% |
11.11.2024 | 0.39% | 5.20 CHF | 5.22 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'573'430 CHF | 516'686 CHF | 99.27% | 99.27% |
08.11.2024 | 0.40% | 5.03 CHF | 5.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'523'980 CHF | 506'796 CHF | 99.25% | 99.25% |
07.11.2024 | 0.38% | 5.24 CHF | 5.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'622'420 CHF | 526'484 CHF | 1.12% | 1.12% |