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% | 5.36 CHF | 5.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 264'965 CHF | 265'465 CHF | 99.38% | 99.38% |
19.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 269'538 CHF | 270'038 CHF | 99.30% | 99.30% |
18.11.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 261'708 CHF | 262'208 CHF | 99.31% | 99.31% |
15.11.2024 | 0.19% | 5.16 CHF | 5.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 260'084 CHF | 260'584 CHF | 99.37% | 99.37% |
14.11.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 268'951 CHF | 269'451 CHF | 99.39% | 99.39% |
13.11.2024 | 0.19% | 5.41 CHF | 5.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 267'688 CHF | 268'188 CHF | 99.39% | 99.39% |
12.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 262'836 CHF | 263'336 CHF | 99.09% | 99.09% |
11.11.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 262'628 CHF | 263'128 CHF | 99.25% | 99.25% |
08.11.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 263'379 CHF | 263'879 CHF | 99.39% | 99.39% |
07.11.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 267'064 CHF | 267'564 CHF | 99.24% | 99.24% |