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 | 0.20% | 5.05 CHF | 5.06 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'262'720 CHF | 379'566 CHF | 98.31% | 98.31% |
19.11.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'239'100 CHF | 372'479 CHF | 98.62% | 98.62% |
18.11.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'261'380 CHF | 379'165 CHF | 94.94% | 94.94% |
15.11.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'253'370 CHF | 376'761 CHF | 99.41% | 99.41% |
14.11.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'217'250 CHF | 365'925 CHF | 95.89% | 95.89% |
13.11.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'196'090 CHF | 359'578 CHF | 96.73% | 96.73% |
12.11.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'199'210 CHF | 360'514 CHF | 89.46% | 89.46% |
11.11.2024 | 0.22% | 4.74 CHF | 4.75 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'156'610 CHF | 347'734 CHF | 98.89% | 98.89% |
08.11.2024 | 0.23% | 4.54 CHF | 4.55 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'105'450 CHF | 332'386 CHF | 93.42% | 93.42% |
07.11.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'065'140 CHF | 320'291 CHF | 84.77% | 84.77% |