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 | 0.15% | 6.74 CHF | 6.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 341'238 CHF | 341'738 CHF | 99.37% | 99.37% |
19.11.2024 | 0.15% | 6.75 CHF | 6.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 332'400 CHF | 332'900 CHF | 99.26% | 99.26% |
18.11.2024 | 0.14% | 6.83 CHF | 6.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 348'496 CHF | 348'996 CHF | 99.30% | 99.30% |
15.11.2024 | 0.14% | 7.06 CHF | 7.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 349'013 CHF | 349'513 CHF | 99.39% | 99.39% |
14.11.2024 | 0.15% | 6.92 CHF | 6.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 343'739 CHF | 344'239 CHF | 99.35% | 99.35% |
13.11.2024 | 0.15% | 6.82 CHF | 6.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 333'127 CHF | 333'627 CHF | 99.38% | 99.38% |
12.11.2024 | 0.17% | 5.56 CHF | 5.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 292'335 CHF | 292'835 CHF | 99.08% | 99.08% |
11.11.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 292'438 CHF | 292'938 CHF | 99.29% | 99.29% |
08.11.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 277'265 CHF | 277'765 CHF | 99.38% | 99.38% |
07.11.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 271'719 CHF | 272'219 CHF | 99.27% | 99.27% |