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% | 6.06 CHF | 6.07 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 757'247 CHF | 758'497 CHF | 99.49% | 99.49% |
19.11.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 719'772 CHF | 721'022 CHF | 99.36% | 99.36% |
18.11.2024 | 0.18% | 5.75 CHF | 5.76 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 697'490 CHF | 698'740 CHF | 99.32% | 99.32% |
15.11.2024 | 0.18% | 5.57 CHF | 5.58 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 708'303 CHF | 709'553 CHF | 99.42% | 99.42% |
14.11.2024 | 0.17% | 5.73 CHF | 5.74 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 714'247 CHF | 715'497 CHF | 99.41% | 99.41% |
13.11.2024 | 0.18% | 5.64 CHF | 5.65 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 697'003 CHF | 698'253 CHF | 99.22% | 99.22% |
12.11.2024 | 0.18% | 5.45 CHF | 5.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 677'608 CHF | 678'858 CHF | 99.18% | 99.18% |
11.11.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 665'348 CHF | 666'598 CHF | 99.09% | 99.09% |
08.11.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 658'661 CHF | 659'911 CHF | 99.45% | 99.45% |
07.11.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 644'744 CHF | 645'994 CHF | 99.35% | 99.35% |