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% | 6.41 CHF | 6.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 324'711 CHF | 325'211 CHF | 99.38% | 99.38% |
19.11.2024 | 0.16% | 6.42 CHF | 6.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 315'892 CHF | 316'392 CHF | 99.29% | 99.29% |
18.11.2024 | 0.15% | 6.50 CHF | 6.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 331'934 CHF | 332'434 CHF | 99.30% | 99.30% |
15.11.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 332'430 CHF | 332'930 CHF | 99.38% | 99.38% |
14.11.2024 | 0.15% | 6.59 CHF | 6.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 327'176 CHF | 327'676 CHF | 99.35% | 99.35% |
13.11.2024 | 0.16% | 6.49 CHF | 6.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 316'567 CHF | 317'067 CHF | 99.38% | 99.38% |
12.11.2024 | 0.18% | 5.23 CHF | 5.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 275'790 CHF | 276'290 CHF | 99.08% | 99.08% |
11.11.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 275'870 CHF | 276'370 CHF | 99.29% | 99.29% |
08.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 260'425 CHF | 260'925 CHF | 99.38% | 99.38% |
07.11.2024 | 0.20% | 5.19 CHF | 5.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 254'812 CHF | 255'312 CHF | 99.28% | 99.28% |