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% | 5.38 CHF | 5.39 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'394'550 CHF | 1'397'050 CHF | 100.00% | 100.00% |
19.11.2024 | 0.19% | 5.41 CHF | 5.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'330'580 CHF | 1'333'080 CHF | 99.94% | 99.94% |
18.11.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'427'050 CHF | 1'429'550 CHF | 99.95% | 99.95% |
15.11.2024 | 0.17% | 5.76 CHF | 5.77 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'458'830 CHF | 1'461'330 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'459'260 CHF | 1'461'760 CHF | 100.00% | 100.00% |
13.11.2024 | 0.18% | 5.34 CHF | 5.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'354'370 CHF | 1'356'870 CHF | 100.00% | 100.00% |
12.11.2024 | 0.17% | 5.45 CHF | 5.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'464'980 CHF | 1'467'480 CHF | 99.98% | 99.98% |
11.11.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'576'140 CHF | 1'578'640 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 5.81 CHF | 5.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'462'590 CHF | 1'465'090 CHF | 90.07% | 90.07% |
07.11.2024 | 0.17% | 6.18 CHF | 6.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'512'310 CHF | 1'514'810 CHF | 96.33% | 96.33% |