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 | 0.14% | 7.48 CHF | 7.49 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'199'450 CHF | 2'202'450 CHF | 98.98% | 98.98% |
19.11.2024 | 0.14% | 7.25 CHF | 7.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'192'500 CHF | 2'195'500 CHF | 98.55% | 98.55% |
18.11.2024 | 0.14% | 7.18 CHF | 7.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'115'740 CHF | 2'118'740 CHF | 98.70% | 98.70% |
15.11.2024 | 0.15% | 6.86 CHF | 6.87 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'046'380 CHF | 2'049'380 CHF | 98.96% | 98.96% |
14.11.2024 | 0.15% | 6.85 CHF | 6.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'014'090 CHF | 2'017'090 CHF | 99.03% | 99.03% |
13.11.2024 | 0.14% | 7.09 CHF | 7.10 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'141'200 CHF | 2'144'200 CHF | 98.11% | 98.11% |
12.11.2024 | 0.14% | 7.06 CHF | 7.07 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'122'970 CHF | 2'125'970 CHF | 98.60% | 98.60% |
11.11.2024 | 0.13% | 7.19 CHF | 7.20 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'249'870 CHF | 2'252'870 CHF | 98.82% | 98.82% |
08.11.2024 | 0.13% | 7.77 CHF | 7.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'337'290 CHF | 2'340'290 CHF | 98.93% | 98.93% |
07.11.2024 | 0.13% | 7.86 CHF | 7.87 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'305'600 CHF | 2'308'600 CHF | 98.68% | 98.68% |