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% | 7.28 CHF | 7.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'784'040 CHF | 1'786'540 CHF | 100.00% | 100.00% |
19.11.2024 | 0.14% | 7.06 CHF | 7.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'778'030 CHF | 1'780'530 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 6.99 CHF | 7.00 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'713'830 CHF | 1'716'330 CHF | 100.00% | 100.00% |
15.11.2024 | 0.15% | 6.66 CHF | 6.67 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'655'510 CHF | 1'658'010 CHF | 100.00% | 100.00% |
14.11.2024 | 0.15% | 6.65 CHF | 6.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'628'000 CHF | 1'630'500 CHF | 99.79% | 99.79% |
13.11.2024 | 0.14% | 6.89 CHF | 6.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'734'870 CHF | 1'737'370 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 6.86 CHF | 6.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'719'780 CHF | 1'722'280 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 6.99 CHF | 7.00 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'825'250 CHF | 1'827'750 CHF | 100.00% | 100.00% |
08.11.2024 | 0.13% | 7.57 CHF | 7.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'898'270 CHF | 1'900'770 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 7.66 CHF | 7.67 CHF | 250'000 | 250'000 | 249'944 | 249'944 | 1'870'620 CHF | 1'873'120 CHF | 100.00% | 100.00% |