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% | 5.56 CHF | 5.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 427'582 CHF | 428'332 CHF | 100.00% | 100.00% |
19.11.2024 | 0.18% | 5.64 CHF | 5.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 417'014 CHF | 417'764 CHF | 100.00% | 100.00% |
18.11.2024 | 0.17% | 5.81 CHF | 5.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 428'726 CHF | 429'476 CHF | 98.93% | 98.93% |
15.11.2024 | 0.17% | 5.63 CHF | 5.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 437'368 CHF | 438'118 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 6.12 CHF | 6.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 453'587 CHF | 454'337 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 5.97 CHF | 5.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 450'198 CHF | 450'948 CHF | 99.87% | 99.87% |
12.11.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 478'821 CHF | 479'571 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 6.58 CHF | 6.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 489'654 CHF | 490'404 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 467'660 CHF | 468'410 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 6.38 CHF | 6.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 474'477 CHF | 475'227 CHF | 99.67% | 99.67% |