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% | 6.03 CHF | 6.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 304'534 CHF | 305'034 CHF | 99.73% | 99.73% |
19.11.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 290'786 CHF | 291'286 CHF | 99.85% | 99.85% |
18.11.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 292'543 CHF | 293'043 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 5.87 CHF | 5.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 295'542 CHF | 296'042 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 298'201 CHF | 298'701 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 6.01 CHF | 6.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 301'232 CHF | 301'732 CHF | 99.94% | 99.94% |
12.11.2024 | 0.16% | 6.02 CHF | 6.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 307'070 CHF | 307'570 CHF | 100.00% | 100.00% |
11.11.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 312'807 CHF | 313'307 CHF | 99.66% | 99.66% |
08.11.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 304'935 CHF | 305'435 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 6.12 CHF | 6.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 306'517 CHF | 307'017 CHF | 99.70% | 99.70% |