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% | 6.11 CHF | 6.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'748'800 CHF | 917'766 CHF | 99.44% | 99.44% |
19.11.2024 | 0.17% | 5.89 CHF | 5.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'613'510 CHF | 872'668 CHF | 99.42% | 99.42% |
18.11.2024 | 0.18% | 5.80 CHF | 5.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'533'680 CHF | 846'060 CHF | 97.68% | 97.68% |
15.11.2024 | 0.17% | 5.62 CHF | 5.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'573'290 CHF | 859'262 CHF | 99.44% | 99.44% |
14.11.2024 | 0.17% | 5.78 CHF | 5.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'593'830 CHF | 866'109 CHF | 99.42% | 99.42% |
13.11.2024 | 0.18% | 5.69 CHF | 5.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'530'920 CHF | 845'139 CHF | 97.04% | 97.04% |
12.11.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'461'490 CHF | 821'995 CHF | 96.87% | 96.87% |
11.11.2024 | 0.19% | 5.44 CHF | 5.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'417'050 CHF | 807'183 CHF | 99.44% | 99.44% |
08.11.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'393'910 CHF | 799'470 CHF | 99.25% | 99.25% |
07.11.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'342'730 CHF | 782'409 CHF | 98.69% | 98.69% |