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 | 0.19% | 5.03 CHF | 5.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 256'855 CHF | 257'355 CHF | 99.73% | 99.73% |
19.11.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 248'842 CHF | 249'342 CHF | 99.82% | 99.82% |
18.11.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 254'184 CHF | 254'684 CHF | 100.00% | 100.00% |
15.11.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 262'542 CHF | 263'042 CHF | 100.00% | 100.00% |
14.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 263'952 CHF | 264'452 CHF | 100.00% | 100.00% |
13.11.2024 | 0.19% | 5.17 CHF | 5.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 256'736 CHF | 257'236 CHF | 99.94% | 99.94% |
12.11.2024 | 0.19% | 5.11 CHF | 5.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 263'598 CHF | 264'098 CHF | 100.00% | 100.00% |
11.11.2024 | 0.19% | 5.41 CHF | 5.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 269'583 CHF | 270'083 CHF | 99.66% | 99.66% |
08.11.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 261'958 CHF | 262'458 CHF | 100.00% | 100.00% |
07.11.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 264'323 CHF | 264'823 CHF | 99.70% | 99.70% |