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 | 0.37% | 5.46 CHF | 5.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 135'630 CHF | 136'130 CHF | 99.48% | 99.48% |
19.11.2024 | 0.37% | 5.33 CHF | 5.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 134'689 CHF | 135'189 CHF | 99.21% | 99.21% |
18.11.2024 | 0.35% | 5.70 CHF | 5.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 143'095 CHF | 143'595 CHF | 99.38% | 99.38% |
15.11.2024 | 0.34% | 5.88 CHF | 5.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 146'665 CHF | 147'165 CHF | 98.87% | 98.87% |
14.11.2024 | 0.34% | 5.82 CHF | 5.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 146'266 CHF | 146'766 CHF | 99.37% | 99.37% |
13.11.2024 | 0.35% | 5.70 CHF | 5.72 CHF | 25'000 | 25'000 | 22'428 | 22'428 | 127'489 CHF | 127'938 CHF | 99.01% | 99.01% |
12.11.2024 | 0.36% | 5.63 CHF | 5.65 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 73'063 CHF | 73'323 CHF | 98.44% | 98.44% |
11.11.2024 | 0.36% | 5.63 CHF | 5.65 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 72'399 CHF | 72'659 CHF | 99.24% | 99.24% |
08.11.2024 | 0.37% | 5.47 CHF | 5.49 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 70'158 CHF | 70'418 CHF | 99.29% | 99.29% |
07.11.2024 | 0.36% | 5.46 CHF | 5.48 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 72'223 CHF | 72'483 CHF | 99.30% | 99.30% |