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 | 0.18% | 5.50 CHF | 5.51 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'373'860 CHF | 412'909 CHF | 98.33% | 98.33% |
19.11.2024 | 0.19% | 5.44 CHF | 5.45 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'350'110 CHF | 405'783 CHF | 98.63% | 98.63% |
18.11.2024 | 0.18% | 5.44 CHF | 5.45 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'372'930 CHF | 412'630 CHF | 95.02% | 95.02% |
15.11.2024 | 0.18% | 5.54 CHF | 5.55 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'365'080 CHF | 410'273 CHF | 99.39% | 99.39% |
14.11.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'329'270 CHF | 399'532 CHF | 95.88% | 95.88% |
13.11.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'307'160 CHF | 392'898 CHF | 96.84% | 96.84% |
12.11.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'310'000 CHF | 393'751 CHF | 89.34% | 89.34% |
11.11.2024 | 0.20% | 5.18 CHF | 5.19 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'267'180 CHF | 380'904 CHF | 98.89% | 98.89% |
08.11.2024 | 0.21% | 4.98 CHF | 4.99 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'215'130 CHF | 365'288 CHF | 93.38% | 93.38% |
07.11.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'175'270 CHF | 353'330 CHF | 84.75% | 84.75% |