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 | 0.18% | 5.35 CHF | 5.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 412'316 CHF | 413'066 CHF | 99.94% | 99.94% |
19.11.2024 | 0.19% | 5.44 CHF | 5.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 401'638 CHF | 402'388 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 413'384 CHF | 414'134 CHF | 98.94% | 98.94% |
15.11.2024 | 0.18% | 5.42 CHF | 5.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 422'061 CHF | 422'811 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 438'294 CHF | 439'044 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 5.77 CHF | 5.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 434'907 CHF | 435'657 CHF | 99.88% | 99.88% |
12.11.2024 | 0.16% | 6.04 CHF | 6.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 463'512 CHF | 464'262 CHF | 100.00% | 100.00% |
11.11.2024 | 0.16% | 6.37 CHF | 6.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 474'359 CHF | 475'109 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 452'348 CHF | 453'098 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 6.18 CHF | 6.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 459'231 CHF | 459'981 CHF | 99.68% | 99.68% |