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 | 0.17% | 5.81 CHF | 5.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 295'855 CHF | 296'355 CHF | 99.73% | 99.73% |
19.11.2024 | 0.17% | 5.81 CHF | 5.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 287'842 CHF | 288'342 CHF | 99.82% | 99.82% |
18.11.2024 | 0.17% | 5.87 CHF | 5.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 293'184 CHF | 293'684 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 301'542 CHF | 302'042 CHF | 100.00% | 100.00% |
14.11.2024 | 0.16% | 6.08 CHF | 6.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 302'952 CHF | 303'452 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 295'736 CHF | 296'236 CHF | 99.94% | 99.94% |
12.11.2024 | 0.17% | 5.89 CHF | 5.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 302'593 CHF | 303'093 CHF | 100.00% | 100.00% |
11.11.2024 | 0.16% | 6.19 CHF | 6.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 308'583 CHF | 309'083 CHF | 99.66% | 99.66% |
08.11.2024 | 0.17% | 6.01 CHF | 6.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 300'934 CHF | 301'434 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 6.07 CHF | 6.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 303'239 CHF | 303'739 CHF | 99.70% | 99.70% |