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% | 5.34 CHF | 5.35 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 666'549 CHF | 667'799 CHF | 99.49% | 99.49% |
19.11.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 629'207 CHF | 630'457 CHF | 98.45% | 98.45% |
18.11.2024 | 0.21% | 5.03 CHF | 5.04 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 606'661 CHF | 607'911 CHF | 99.11% | 99.11% |
15.11.2024 | 0.20% | 4.84 CHF | 4.85 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 617'488 CHF | 618'738 CHF | 99.14% | 99.14% |
14.11.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 623'210 CHF | 624'460 CHF | 99.29% | 99.29% |
13.11.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 606'674 CHF | 607'924 CHF | 98.99% | 98.99% |
12.11.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 587'381 CHF | 588'631 CHF | 99.17% | 99.17% |
11.11.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 575'389 CHF | 576'639 CHF | 99.35% | 99.35% |
08.11.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 569'503 CHF | 570'753 CHF | 99.45% | 99.45% |
07.11.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 555'339 CHF | 556'589 CHF | 99.29% | 99.29% |