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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.17% | 5.96 CHF | 5.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'653'960 CHF | 886'152 CHF | 99.41% | 99.41% |
20.11.2024 | 0.18% | 5.68 CHF | 5.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'551'670 CHF | 852'057 CHF | 99.43% | 99.43% |
19.11.2024 | 0.19% | 5.45 CHF | 5.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'416'990 CHF | 807'162 CHF | 99.42% | 99.42% |
18.11.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'336'390 CHF | 780'297 CHF | 97.68% | 97.68% |
15.11.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'375'900 CHF | 793'468 CHF | 99.44% | 99.44% |
14.11.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'396'160 CHF | 800'220 CHF | 99.42% | 99.42% |
13.11.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'335'120 CHF | 779'873 CHF | 97.09% | 97.09% |
12.11.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'265'590 CHF | 756'695 CHF | 96.96% | 96.96% |
11.11.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'221'530 CHF | 742'011 CHF | 99.44% | 99.44% |
08.11.2024 | 0.20% | 4.86 CHF | 4.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'200'220 CHF | 734'907 CHF | 99.24% | 99.24% |