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% | 5.75 CHF | 5.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 291'602 CHF | 292'102 CHF | 99.37% | 99.37% |
19.11.2024 | 0.18% | 5.76 CHF | 5.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 282'813 CHF | 283'313 CHF | 99.25% | 99.25% |
18.11.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 298'759 CHF | 299'259 CHF | 99.28% | 99.28% |
15.11.2024 | 0.17% | 6.06 CHF | 6.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 299'205 CHF | 299'705 CHF | 99.39% | 99.39% |
14.11.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 293'988 CHF | 294'488 CHF | 99.35% | 99.35% |
13.11.2024 | 0.18% | 5.83 CHF | 5.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 283'375 CHF | 283'875 CHF | 98.96% | 98.96% |
12.11.2024 | 0.21% | 4.56 CHF | 4.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 242'639 CHF | 243'139 CHF | 99.08% | 99.08% |
11.11.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 242'660 CHF | 243'160 CHF | 99.30% | 99.30% |
08.11.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 227'190 CHF | 227'690 CHF | 99.39% | 99.39% |
07.11.2024 | 0.23% | 4.52 CHF | 4.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 221'454 CHF | 221'954 CHF | 99.25% | 99.25% |