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 | 1.01% | 5.88 CHF | 5.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 147'224 CHF | 148'724 CHF | 99.38% | 99.38% |
19.11.2024 | 1.02% | 5.87 CHF | 5.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 145'924 CHF | 147'424 CHF | 99.28% | 99.28% |
18.11.2024 | 1.02% | 5.84 CHF | 5.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 146'664 CHF | 148'164 CHF | 99.31% | 99.31% |
15.11.2024 | 1.01% | 5.91 CHF | 5.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 147'952 CHF | 149'452 CHF | 99.39% | 99.39% |
14.11.2024 | 1.01% | 5.89 CHF | 5.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 147'106 CHF | 148'606 CHF | 99.38% | 99.38% |
13.11.2024 | 1.02% | 5.87 CHF | 5.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 146'506 CHF | 148'006 CHF | 99.38% | 99.38% |
12.11.2024 | 1.02% | 5.84 CHF | 5.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 146'765 CHF | 148'265 CHF | 99.09% | 99.09% |
11.11.2024 | 1.00% | 5.94 CHF | 6.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 149'134 CHF | 150'634 CHF | 99.29% | 99.29% |
08.11.2024 | 1.00% | 5.97 CHF | 6.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 149'710 CHF | 151'210 CHF | 99.39% | 99.39% |
07.11.2024 | 0.98% | 6.03 CHF | 6.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 151'542 CHF | 153'042 CHF | 98.73% | 98.73% |