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 | 0.19% | 5.21 CHF | 5.22 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 51'364 CHF | 51'464 CHF | 99.99% | 99.99% |
19.11.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 10'000 | 10'000 | 10'223 | 10'000 | 51'940 CHF | 50'930 CHF | 100.00% | 100.00% |
18.11.2024 | 0.19% | 5.00 CHF | 5.01 CHF | 10'000 | 10'000 | 10'354 | 10'000 | 53'235 CHF | 51'575 CHF | 99.77% | 99.77% |
15.11.2024 | 0.19% | 5.14 CHF | 5.15 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 52'013 CHF | 52'113 CHF | 99.99% | 99.99% |
14.11.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 53'573 CHF | 53'673 CHF | 95.92% | 95.92% |
13.11.2024 | 0.17% | 5.69 CHF | 5.70 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'461 CHF | 57'561 CHF | 97.72% | 97.72% |
12.11.2024 | 0.18% | 5.76 CHF | 5.77 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 55'110 CHF | 55'210 CHF | 98.70% | 98.70% |
11.11.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 52'625 CHF | 52'725 CHF | 95.92% | 95.92% |
08.11.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 51'940 CHF | 52'040 CHF | 84.64% | 84.64% |
07.11.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 10'000 | 10'000 | 12'140 | 10'000 | 60'867 CHF | 50'321 CHF | 99.99% | 99.99% |