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 | 0.17% | 6.01 CHF | 6.02 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 939'018 CHF | 940'618 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 5.79 CHF | 5.80 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 935'430 CHF | 937'030 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 893'117 CHF | 894'717 CHF | 100.00% | 100.00% |
15.11.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 853'997 CHF | 855'597 CHF | 100.00% | 100.00% |
14.11.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 835'886 CHF | 837'486 CHF | 99.91% | 99.91% |
13.11.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 905'821 CHF | 907'421 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 896'250 CHF | 897'850 CHF | 100.00% | 100.00% |
11.11.2024 | 0.17% | 5.71 CHF | 5.72 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 963'953 CHF | 965'553 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 1'010'820 CHF | 1'012'420 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 6.38 CHF | 6.39 CHF | 160'000 | 160'000 | 159'874 | 159'874 | 991'889 CHF | 993'489 CHF | 100.00% | 100.00% |