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 | 0.12% | 8.49 CHF | 8.50 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'503'620 CHF | 2'506'620 CHF | 99.05% | 99.05% |
19.11.2024 | 0.12% | 8.26 CHF | 8.27 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'495'730 CHF | 2'498'730 CHF | 98.60% | 98.60% |
18.11.2024 | 0.12% | 8.20 CHF | 8.21 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'420'220 CHF | 2'423'220 CHF | 98.76% | 98.76% |
15.11.2024 | 0.13% | 7.87 CHF | 7.88 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'350'810 CHF | 2'353'810 CHF | 98.86% | 98.86% |
14.11.2024 | 0.13% | 7.86 CHF | 7.87 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'318'770 CHF | 2'321'770 CHF | 98.53% | 98.53% |
13.11.2024 | 0.12% | 8.10 CHF | 8.11 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'443'760 CHF | 2'446'760 CHF | 98.39% | 98.39% |
12.11.2024 | 0.12% | 8.07 CHF | 8.08 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'425'060 CHF | 2'428'060 CHF | 98.45% | 98.45% |
11.11.2024 | 0.12% | 8.19 CHF | 8.20 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'550'890 CHF | 2'553'890 CHF | 98.94% | 98.94% |
08.11.2024 | 0.11% | 8.77 CHF | 8.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'635'250 CHF | 2'638'250 CHF | 98.95% | 98.95% |
07.11.2024 | 0.12% | 8.85 CHF | 8.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'604'500 CHF | 2'607'500 CHF | 98.62% | 98.62% |