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% | 5.60 CHF | 5.61 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 226'491 CHF | 226'891 CHF | 99.39% | 99.39% |
19.11.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 222'569 CHF | 222'969 CHF | 99.31% | 99.31% |
18.11.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 111'852 CHF | 112'052 CHF | 99.27% | 99.27% |
15.11.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 111'968 CHF | 112'168 CHF | 99.39% | 99.39% |
14.11.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 110'324 CHF | 110'524 CHF | 99.37% | 99.37% |
13.11.2024 | 0.18% | 5.48 CHF | 5.49 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 110'070 CHF | 110'270 CHF | 99.36% | 99.36% |
12.11.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 112'251 CHF | 112'451 CHF | 99.10% | 99.10% |
11.11.2024 | 0.17% | 5.75 CHF | 5.76 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 115'573 CHF | 115'773 CHF | 99.31% | 99.31% |
08.11.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 111'819 CHF | 112'019 CHF | 99.39% | 99.39% |
07.11.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 112'179 CHF | 112'379 CHF | 99.24% | 99.24% |