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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.01.2021 | 0.18% | 5.69 CHF | 5.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'825'330 CHF | 2'830'330 CHF | 97.86% | 97.86% |
25.01.2021 | 0.18% | 5.18 CHF | 5.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'720'740 CHF | 2'725'740 CHF | 98.05% | 98.05% |
22.01.2021 | 0.18% | 5.65 CHF | 5.66 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'776'720 CHF | 2'781'720 CHF | 98.61% | 98.61% |
21.01.2021 | 0.17% | 5.78 CHF | 5.79 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'926'950 CHF | 2'931'950 CHF | 98.93% | 98.93% |
20.01.2021 | 0.17% | 5.76 CHF | 5.77 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'867'330 CHF | 2'872'330 CHF | 100.00% | 100.00% |
19.01.2021 | 0.18% | 5.57 CHF | 5.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'836'060 CHF | 2'841'060 CHF | 99.11% | 99.11% |
18.01.2021 | 0.18% | 5.58 CHF | 5.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'757'110 CHF | 2'762'110 CHF | 99.34% | 99.34% |
15.01.2021 | 0.18% | 5.40 CHF | 5.41 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'829'370 CHF | 2'834'370 CHF | 100.00% | 100.00% |
14.01.2021 | 0.17% | 5.94 CHF | 5.95 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'966'370 CHF | 2'971'370 CHF | 100.00% | 100.00% |
13.01.2021 | 0.17% | 5.88 CHF | 5.89 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'907'050 CHF | 2'912'050 CHF | 100.00% | 100.00% |