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 | 0.18% | 5.44 CHF | 5.45 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 109'020 CHF | 109'220 CHF | 99.73% | 99.73% |
19.11.2024 | 0.18% | 5.47 CHF | 5.48 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 110'687 CHF | 110'887 CHF | 99.81% | 99.81% |
18.11.2024 | 0.17% | 5.74 CHF | 5.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 115'751 CHF | 115'951 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 5.87 CHF | 5.88 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 116'506 CHF | 116'706 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 111'410 CHF | 111'610 CHF | 100.00% | 100.00% |
13.11.2024 | 0.18% | 5.66 CHF | 5.67 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 112'443 CHF | 112'643 CHF | 99.29% | 99.29% |
12.11.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 104'352 CHF | 104'552 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 99'519 CHF | 99'719 CHF | 99.66% | 99.66% |
08.11.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 104'627 CHF | 104'827 CHF | 100.00% | 100.00% |
07.11.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 103'300 CHF | 103'500 CHF | 99.70% | 99.70% |