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 | 0.13% | 7.67 CHF | 7.68 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'336'210 CHF | 2'339'210 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 7.66 CHF | 7.67 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'298'130 CHF | 2'301'130 CHF | 100.00% | 100.00% |
18.11.2024 | 0.13% | 7.89 CHF | 7.90 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'351'230 CHF | 2'354'230 CHF | 97.78% | 97.78% |
15.11.2024 | 0.13% | 7.84 CHF | 7.85 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'386'200 CHF | 2'389'200 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 8.22 CHF | 8.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'425'610 CHF | 2'428'610 CHF | 100.00% | 100.00% |
13.11.2024 | 0.13% | 8.01 CHF | 8.02 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'394'170 CHF | 2'397'170 CHF | 99.73% | 99.73% |
12.11.2024 | 0.12% | 8.03 CHF | 8.04 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'464'760 CHF | 2'467'760 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 8.46 CHF | 8.47 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'544'920 CHF | 2'547'920 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'489'890 CHF | 2'492'890 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 8.50 CHF | 8.51 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'562'740 CHF | 2'565'740 CHF | 99.68% | 99.68% |