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 | 0.25% | 5.17 CHF | 5.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 261'720 CHF | 262'383 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 4.99 CHF | 5.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 247'983 CHF | 248'658 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 5.03 CHF | 5.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 249'745 CHF | 250'395 CHF | 100.00% | 100.00% |
15.11.2024 | 0.28% | 5.02 CHF | 5.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 252'747 CHF | 253'461 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 5.10 CHF | 5.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 255'463 CHF | 256'103 CHF | 99.52% | 99.52% |
13.11.2024 | 0.28% | 5.15 CHF | 5.17 CHF | 50'000 | 50'000 | 49'441 | 49'441 | 255'615 CHF | 256'319 CHF | 99.32% | 99.32% |
12.11.2024 | 0.27% | 5.16 CHF | 5.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 264'349 CHF | 265'063 CHF | 100.00% | 100.00% |
11.11.2024 | 0.24% | 5.40 CHF | 5.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 270'102 CHF | 270'743 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 5.28 CHF | 5.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 262'252 CHF | 262'935 CHF | 100.00% | 100.00% |
07.11.2024 | 0.28% | 5.27 CHF | 5.28 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 257'032 CHF | 257'730 CHF | 99.13% | 99.13% |