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 | 0.35% | 6.02 CHF | 6.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 146'583 CHF | 147'102 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 5.94 CHF | 5.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 147'650 CHF | 148'140 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 5.70 CHF | 5.72 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 168'990 CHF | 169'554 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 5.52 CHF | 5.53 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 162'734 CHF | 163'237 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 4.99 CHF | 5.00 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 177'305 CHF | 177'872 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 4.94 CHF | 4.95 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 146'024 CHF | 146'521 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 4.96 CHF | 4.97 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 171'709 CHF | 172'268 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 4.71 CHF | 4.72 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 164'897 CHF | 165'469 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 4.93 CHF | 4.95 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 170'282 CHF | 170'834 CHF | 100.00% | 100.00% |
07.11.2024 | 0.35% | 4.68 CHF | 4.70 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 165'104 CHF | 165'675 CHF | 100.00% | 100.00% |