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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.90% | 5.47 CHF | 5.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 270'747 CHF | 273'183 CHF | 99.36% | 99.36% |
22.11.2024 | 0.90% | 5.34 CHF | 5.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 264'137 CHF | 266'537 CHF | 100.00% | 100.00% |
20.11.2024 | 0.93% | 5.08 CHF | 5.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 255'369 CHF | 257'763 CHF | 89.78% | 89.78% |
19.11.2024 | 0.59% | 5.00 CHF | 5.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 252'536 CHF | 254'025 CHF | 98.83% | 98.83% |
18.11.2024 | 0.65% | 4.97 CHF | 5.00 CHF | 50'000 | 50'000 | 44'761 | 44'761 | 217'884 CHF | 219'218 CHF | 97.45% | 97.45% |
15.11.2024 | 0.62% | 4.68 CHF | 4.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 232'442 CHF | 233'891 CHF | 97.07% | 97.07% |
14.11.2024 | 0.63% | 4.62 CHF | 4.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 224'449 CHF | 225'866 CHF | 97.08% | 97.08% |
13.11.2024 | 0.58% | 4.59 CHF | 4.62 CHF | 50'000 | 50'000 | 49'698 | 49'698 | 227'525 CHF | 228'852 CHF | 97.16% | 97.16% |
12.11.2024 | 0.62% | 4.51 CHF | 4.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 231'496 CHF | 232'927 CHF | 98.02% | 98.02% |
11.11.2024 | 0.66% | 4.76 CHF | 4.79 CHF | 50'000 | 50'000 | 41'363 | 41'363 | 199'161 CHF | 200'433 CHF | 99.35% | 99.35% |