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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.16% | 6.15 CHF | 6.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'737'640 CHF | 914'048 CHF | 99.42% | 99.42% |
20.11.2024 | 0.17% | 5.86 CHF | 5.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'634'900 CHF | 879'801 CHF | 99.43% | 99.43% |
19.11.2024 | 0.18% | 5.64 CHF | 5.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'499'940 CHF | 834'813 CHF | 99.41% | 99.41% |
18.11.2024 | 0.19% | 5.55 CHF | 5.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'419'330 CHF | 807'944 CHF | 97.60% | 97.60% |
15.11.2024 | 0.18% | 5.37 CHF | 5.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'458'830 CHF | 821'110 CHF | 99.43% | 99.43% |
14.11.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'479'490 CHF | 827'996 CHF | 99.42% | 99.42% |
13.11.2024 | 0.19% | 5.44 CHF | 5.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'417'270 CHF | 807'258 CHF | 97.10% | 97.10% |
12.11.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'348'170 CHF | 784'223 CHF | 96.89% | 96.89% |
11.11.2024 | 0.20% | 5.18 CHF | 5.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'303'920 CHF | 769'474 CHF | 99.44% | 99.44% |
08.11.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'281'780 CHF | 762'092 CHF | 99.24% | 99.24% |