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% | 5.63 CHF | 5.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 140'368 CHF | 140'618 CHF | 99.39% | 99.39% |
19.11.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 139'835 CHF | 140'085 CHF | 99.30% | 99.30% |
18.11.2024 | 0.18% | 5.44 CHF | 5.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 135'361 CHF | 135'611 CHF | 99.26% | 99.26% |
15.11.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 131'727 CHF | 131'977 CHF | 99.39% | 99.39% |
14.11.2024 | 0.19% | 5.17 CHF | 5.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 130'465 CHF | 130'715 CHF | 99.39% | 99.39% |
13.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 131'989 CHF | 132'239 CHF | 99.37% | 99.37% |
12.11.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 129'865 CHF | 130'115 CHF | 99.08% | 99.08% |
11.11.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 125'991 CHF | 126'241 CHF | 99.30% | 99.30% |
08.11.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 126'710 CHF | 126'960 CHF | 99.39% | 99.39% |
07.11.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 125'540 CHF | 125'790 CHF | 99.28% | 99.28% |