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% | 5.90 CHF | 5.91 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 901'782 CHF | 301'094 CHF | 99.35% | 99.35% |
20.11.2024 | 0.14% | 6.73 CHF | 6.74 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'042'750 CHF | 348'085 CHF | 99.37% | 99.37% |
19.11.2024 | 0.15% | 6.85 CHF | 6.86 CHF | 150'000 | 50'000 | 105'103 | 64'924 | 703'955 CHF | 434'348 CHF | 98.84% | 98.84% |
18.11.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 495'855 CHF | 496'605 CHF | 97.55% | 97.55% |
15.11.2024 | 0.15% | 6.45 CHF | 6.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 502'673 CHF | 503'423 CHF | 99.36% | 99.36% |
14.11.2024 | 0.14% | 6.83 CHF | 6.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 532'213 CHF | 532'963 CHF | 99.34% | 99.34% |
13.11.2024 | 0.14% | 7.12 CHF | 7.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 542'960 CHF | 543'710 CHF | 94.64% | 94.64% |
12.11.2024 | 0.14% | 7.16 CHF | 7.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 537'543 CHF | 538'293 CHF | 94.10% | 94.10% |
11.11.2024 | 0.14% | 7.14 CHF | 7.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 529'673 CHF | 530'423 CHF | 98.53% | 98.53% |
08.11.2024 | 0.14% | 7.01 CHF | 7.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 532'794 CHF | 533'544 CHF | 90.81% | 90.81% |