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 | 0.16% | 6.21 CHF | 6.22 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 970'524 CHF | 972'124 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 967'427 CHF | 969'027 CHF | 100.00% | 100.00% |
18.11.2024 | 0.17% | 5.91 CHF | 5.92 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 924'964 CHF | 926'564 CHF | 100.00% | 100.00% |
15.11.2024 | 0.18% | 5.57 CHF | 5.58 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 886'173 CHF | 887'773 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 5.57 CHF | 5.58 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 868'661 CHF | 870'261 CHF | 99.91% | 99.91% |
13.11.2024 | 0.17% | 5.81 CHF | 5.82 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 937'290 CHF | 938'890 CHF | 100.00% | 100.00% |
12.11.2024 | 0.17% | 5.78 CHF | 5.79 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 928'116 CHF | 929'716 CHF | 100.00% | 100.00% |
11.11.2024 | 0.16% | 5.91 CHF | 5.92 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 994'792 CHF | 996'392 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 6.48 CHF | 6.49 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 1'040'700 CHF | 1'042'300 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 6.57 CHF | 6.58 CHF | 160'000 | 160'000 | 159'913 | 159'913 | 1'022'390 CHF | 1'023'990 CHF | 99.92% | 99.92% |