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% | 5.63 CHF | 5.64 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 703'645 CHF | 704'895 CHF | 99.49% | 99.49% |
19.11.2024 | 0.19% | 5.41 CHF | 5.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 666'309 CHF | 667'559 CHF | 97.49% | 97.49% |
18.11.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 643'831 CHF | 645'081 CHF | 98.94% | 98.94% |
15.11.2024 | 0.19% | 5.14 CHF | 5.15 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 654'611 CHF | 655'861 CHF | 99.34% | 99.34% |
14.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 660'489 CHF | 661'739 CHF | 99.46% | 99.46% |
13.11.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 643'635 CHF | 644'885 CHF | 99.26% | 99.26% |
12.11.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 624'311 CHF | 625'561 CHF | 99.19% | 99.19% |
11.11.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 612'222 CHF | 613'472 CHF | 99.38% | 99.38% |
08.11.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 605'990 CHF | 607'240 CHF | 99.44% | 99.44% |
07.11.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 591'872 CHF | 593'122 CHF | 99.32% | 99.32% |