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% | 6.17 CHF | 6.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'772'050 CHF | 925'516 CHF | 99.43% | 99.43% |
19.11.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'636'720 CHF | 880'407 CHF | 99.41% | 99.41% |
18.11.2024 | 0.18% | 5.85 CHF | 5.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'557'070 CHF | 853'856 CHF | 97.63% | 97.63% |
15.11.2024 | 0.17% | 5.67 CHF | 5.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'596'910 CHF | 867'136 CHF | 99.42% | 99.42% |
14.11.2024 | 0.17% | 5.83 CHF | 5.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'617'500 CHF | 874'000 CHF | 99.43% | 99.43% |
13.11.2024 | 0.18% | 5.74 CHF | 5.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'554'540 CHF | 853'013 CHF | 96.99% | 96.99% |
12.11.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'484'650 CHF | 829'716 CHF | 96.85% | 96.85% |
11.11.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'440'380 CHF | 814'958 CHF | 99.44% | 99.44% |
08.11.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'416'940 CHF | 807'148 CHF | 99.24% | 99.24% |
07.11.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'365'720 CHF | 790'074 CHF | 98.69% | 98.69% |