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% | 5.23 CHF | 5.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 262'025 CHF | 262'525 CHF | 99.37% | 99.37% |
19.11.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 260'793 CHF | 261'293 CHF | 99.30% | 99.30% |
18.11.2024 | 0.19% | 5.12 CHF | 5.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 256'478 CHF | 256'978 CHF | 99.30% | 99.30% |
15.11.2024 | 0.19% | 5.12 CHF | 5.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 257'269 CHF | 257'769 CHF | 99.39% | 99.39% |
14.11.2024 | 0.19% | 5.12 CHF | 5.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 256'710 CHF | 257'210 CHF | 99.35% | 99.35% |
13.11.2024 | 0.20% | 5.16 CHF | 5.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 256'102 CHF | 256'602 CHF | 99.39% | 99.39% |
12.11.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 251'254 CHF | 251'754 CHF | 99.08% | 99.08% |
11.11.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 250'113 CHF | 250'613 CHF | 99.30% | 99.30% |
08.11.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 251'266 CHF | 251'766 CHF | 99.39% | 99.39% |
07.11.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 250'158 CHF | 250'658 CHF | 99.30% | 99.30% |