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% | 7.96 CHF | 7.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'203'750 CHF | 1'205'250 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.03 CHF | 8.04 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'200'080 CHF | 1'201'580 CHF | 99.99% | 99.99% |
18.11.2024 | 0.12% | 8.11 CHF | 8.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'209'980 CHF | 1'211'480 CHF | 98.93% | 98.93% |
15.11.2024 | 0.12% | 8.04 CHF | 8.05 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'217'280 CHF | 1'218'780 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 8.24 CHF | 8.25 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'231'310 CHF | 1'232'810 CHF | 100.00% | 100.00% |
13.11.2024 | 0.12% | 8.17 CHF | 8.18 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'227'690 CHF | 1'229'190 CHF | 99.86% | 99.86% |
12.11.2024 | 0.12% | 8.31 CHF | 8.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'258'970 CHF | 1'260'470 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 8.49 CHF | 8.50 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'269'680 CHF | 1'271'180 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.33 CHF | 8.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'247'750 CHF | 1'249'250 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 8.37 CHF | 8.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'250'490 CHF | 1'251'990 CHF | 99.67% | 99.67% |