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 | 0.17% | 5.75 CHF | 5.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 290'433 CHF | 290'933 CHF | 99.73% | 99.73% |
19.11.2024 | 0.18% | 5.57 CHF | 5.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 276'760 CHF | 277'260 CHF | 99.85% | 99.85% |
18.11.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 278'466 CHF | 278'966 CHF | 100.00% | 100.00% |
15.11.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 281'460 CHF | 281'960 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 5.67 CHF | 5.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 284'160 CHF | 284'660 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 5.73 CHF | 5.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 287'204 CHF | 287'704 CHF | 99.94% | 99.94% |
12.11.2024 | 0.17% | 5.74 CHF | 5.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 293'017 CHF | 293'517 CHF | 100.00% | 100.00% |
11.11.2024 | 0.17% | 5.97 CHF | 5.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 298'750 CHF | 299'250 CHF | 99.66% | 99.66% |
08.11.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 290'911 CHF | 291'411 CHF | 100.00% | 100.00% |
07.11.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 292'430 CHF | 292'930 CHF | 99.70% | 99.70% |