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 | 0.17% | 5.86 CHF | 5.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 449'954 CHF | 450'704 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 439'579 CHF | 440'329 CHF | 100.00% | 100.00% |
18.11.2024 | 0.17% | 6.11 CHF | 6.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 451'243 CHF | 451'993 CHF | 98.93% | 98.93% |
15.11.2024 | 0.16% | 5.93 CHF | 5.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 459'839 CHF | 460'589 CHF | 100.00% | 100.00% |
14.11.2024 | 0.16% | 6.42 CHF | 6.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 475'994 CHF | 476'744 CHF | 100.00% | 100.00% |
13.11.2024 | 0.16% | 6.27 CHF | 6.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 472'596 CHF | 473'346 CHF | 99.87% | 99.87% |
12.11.2024 | 0.15% | 6.54 CHF | 6.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 501'301 CHF | 502'051 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 6.88 CHF | 6.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 512'129 CHF | 512'879 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 6.56 CHF | 6.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 490'141 CHF | 490'891 CHF | 100.00% | 100.00% |
07.11.2024 | 0.15% | 6.68 CHF | 6.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 496'847 CHF | 497'597 CHF | 99.68% | 99.68% |