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% | 5.95 CHF | 5.96 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'486'530 CHF | 446'710 CHF | 98.31% | 98.31% |
19.11.2024 | 0.17% | 5.89 CHF | 5.90 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'462'470 CHF | 439'491 CHF | 98.62% | 98.62% |
18.11.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'485'860 CHF | 446'509 CHF | 94.87% | 94.87% |
15.11.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'478'220 CHF | 444'216 CHF | 99.41% | 99.41% |
14.11.2024 | 0.17% | 5.77 CHF | 5.78 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'442'400 CHF | 433'470 CHF | 95.86% | 95.86% |
13.11.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'419'560 CHF | 426'617 CHF | 96.75% | 96.75% |
12.11.2024 | 0.18% | 5.69 CHF | 5.70 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'422'230 CHF | 427'420 CHF | 89.35% | 89.35% |
11.11.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'379'220 CHF | 414'517 CHF | 98.89% | 98.89% |
08.11.2024 | 0.19% | 5.43 CHF | 5.44 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'326'380 CHF | 398'664 CHF | 93.36% | 93.36% |
07.11.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'286'750 CHF | 386'774 CHF | 84.78% | 84.78% |