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% | 5.80 CHF | 5.81 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 905'357 CHF | 906'957 CHF | 100.00% | 100.00% |
19.11.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 901'866 CHF | 903'466 CHF | 100.00% | 100.00% |
18.11.2024 | 0.19% | 5.50 CHF | 5.51 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 859'468 CHF | 861'068 CHF | 100.00% | 100.00% |
15.11.2024 | 0.19% | 5.17 CHF | 5.18 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 820'547 CHF | 822'147 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 5.16 CHF | 5.17 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 802'410 CHF | 804'010 CHF | 99.91% | 99.91% |
13.11.2024 | 0.18% | 5.41 CHF | 5.42 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 872'650 CHF | 874'250 CHF | 100.00% | 100.00% |
12.11.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 863'100 CHF | 864'700 CHF | 100.00% | 100.00% |
11.11.2024 | 0.17% | 5.50 CHF | 5.51 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 930'942 CHF | 932'542 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 6.09 CHF | 6.10 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 978'321 CHF | 979'921 CHF | 100.00% | 100.00% |
07.11.2024 | 0.17% | 6.18 CHF | 6.19 CHF | 160'000 | 160'000 | 159'875 | 159'875 | 959'208 CHF | 960'808 CHF | 100.00% | 100.00% |