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% | 6.26 CHF | 6.27 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 782'373 CHF | 783'623 CHF | 99.48% | 99.48% |
19.11.2024 | 0.17% | 6.04 CHF | 6.05 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 744'836 CHF | 746'086 CHF | 99.34% | 99.34% |
18.11.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 722'700 CHF | 723'950 CHF | 99.29% | 99.29% |
15.11.2024 | 0.17% | 5.77 CHF | 5.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 733'525 CHF | 734'775 CHF | 99.35% | 99.35% |
14.11.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 739'453 CHF | 740'703 CHF | 99.40% | 99.40% |
13.11.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 722'033 CHF | 723'283 CHF | 99.35% | 99.35% |
12.11.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 702'606 CHF | 703'856 CHF | 99.18% | 99.18% |
11.11.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 690'269 CHF | 691'519 CHF | 99.32% | 99.32% |
08.11.2024 | 0.18% | 5.44 CHF | 5.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 683'354 CHF | 684'604 CHF | 99.45% | 99.45% |
07.11.2024 | 0.19% | 5.42 CHF | 5.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 669'555 CHF | 670'805 CHF | 99.39% | 99.39% |