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 | 0.16% | 6.14 CHF | 6.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 310'173 CHF | 310'673 CHF | 99.73% | 99.73% |
19.11.2024 | 0.17% | 5.96 CHF | 5.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 296'449 CHF | 296'949 CHF | 99.87% | 99.87% |
18.11.2024 | 0.17% | 6.00 CHF | 6.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 298'140 CHF | 298'640 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 301'146 CHF | 301'646 CHF | 100.00% | 100.00% |
14.11.2024 | 0.16% | 6.06 CHF | 6.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 303'842 CHF | 304'342 CHF | 100.00% | 100.00% |
13.11.2024 | 0.16% | 6.12 CHF | 6.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 306'899 CHF | 307'399 CHF | 99.93% | 99.93% |
12.11.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 312'725 CHF | 313'225 CHF | 100.00% | 100.00% |
11.11.2024 | 0.16% | 6.37 CHF | 6.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 318'439 CHF | 318'939 CHF | 99.66% | 99.66% |
08.11.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 310'610 CHF | 311'110 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 312'103 CHF | 312'603 CHF | 99.70% | 99.70% |