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 | 0.18% | 5.35 CHF | 5.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 272'456 CHF | 272'956 CHF | 99.73% | 99.73% |
19.11.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 264'438 CHF | 264'938 CHF | 99.82% | 99.82% |
18.11.2024 | 0.19% | 5.40 CHF | 5.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 269'788 CHF | 270'288 CHF | 100.00% | 100.00% |
15.11.2024 | 0.18% | 5.51 CHF | 5.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 278'127 CHF | 278'627 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 279'454 CHF | 279'954 CHF | 100.00% | 100.00% |
13.11.2024 | 0.18% | 5.48 CHF | 5.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 272'340 CHF | 272'840 CHF | 99.94% | 99.94% |
12.11.2024 | 0.18% | 5.43 CHF | 5.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 279'190 CHF | 279'690 CHF | 100.00% | 100.00% |
11.11.2024 | 0.18% | 5.73 CHF | 5.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 285'180 CHF | 285'680 CHF | 99.66% | 99.66% |
08.11.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 277'534 CHF | 278'034 CHF | 100.00% | 100.00% |
07.11.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 279'829 CHF | 280'329 CHF | 99.70% | 99.70% |