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% | 5.80 CHF | 5.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'466'640 CHF | 587'657 CHF | 99.38% | 99.38% |
19.11.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'397'980 CHF | 560'194 CHF | 99.38% | 99.38% |
18.11.2024 | 0.18% | 5.66 CHF | 5.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'406'810 CHF | 563'724 CHF | 99.38% | 99.38% |
15.11.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'421'770 CHF | 569'709 CHF | 99.37% | 99.37% |
14.11.2024 | 0.17% | 5.73 CHF | 5.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'434'990 CHF | 574'994 CHF | 99.38% | 99.38% |
13.11.2024 | 0.17% | 5.78 CHF | 5.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'450'180 CHF | 581'070 CHF | 99.38% | 99.38% |
12.11.2024 | 0.17% | 5.80 CHF | 5.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'479'590 CHF | 592'835 CHF | 99.11% | 99.11% |
11.11.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'508'000 CHF | 604'202 CHF | 99.38% | 99.38% |
08.11.2024 | 0.17% | 5.91 CHF | 5.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'469'090 CHF | 588'634 CHF | 99.38% | 99.38% |
07.11.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'476'760 CHF | 591'702 CHF | 98.69% | 98.69% |