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 | 0.20% | 5.07 CHF | 5.08 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 756'502 CHF | 758'002 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 5.14 CHF | 5.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 768'332 CHF | 769'832 CHF | 99.91% | 99.91% |
18.11.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 376'395 CHF | 377'145 CHF | 99.90% | 99.90% |
15.11.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 374'866 CHF | 375'616 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 381'453 CHF | 382'203 CHF | 100.00% | 100.00% |
13.11.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 389'398 CHF | 390'148 CHF | 100.00% | 100.00% |
12.11.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 388'741 CHF | 389'491 CHF | 99.71% | 99.71% |
11.11.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 374'140 CHF | 374'890 CHF | 99.91% | 99.91% |
08.11.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 372'488 CHF | 373'238 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 4.69 CHF | 4.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 354'510 CHF | 355'260 CHF | 99.91% | 99.91% |