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% | 8.24 CHF | 8.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'024'830 CHF | 2'027'330 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.02 CHF | 8.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'018'050 CHF | 2'020'550 CHF | 99.66% | 99.66% |
18.11.2024 | 0.13% | 7.95 CHF | 7.96 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'954'960 CHF | 1'957'460 CHF | 100.00% | 100.00% |
15.11.2024 | 0.13% | 7.62 CHF | 7.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'896'830 CHF | 1'899'330 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 7.61 CHF | 7.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'869'530 CHF | 1'872'030 CHF | 99.79% | 99.79% |
13.11.2024 | 0.13% | 7.85 CHF | 7.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'974'660 CHF | 1'977'160 CHF | 100.00% | 100.00% |
12.11.2024 | 0.13% | 7.82 CHF | 7.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'959'220 CHF | 1'961'720 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 7.94 CHF | 7.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'063'960 CHF | 2'066'460 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.52 CHF | 8.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'134'960 CHF | 2'137'460 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 8.60 CHF | 8.61 CHF | 250'000 | 250'000 | 249'935 | 249'935 | 2'107'800 CHF | 2'110'300 CHF | 100.00% | 100.00% |