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 | 0.15% | 6.82 CHF | 6.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 343'933 CHF | 344'433 CHF | 99.73% | 99.73% |
19.11.2024 | 0.15% | 6.63 CHF | 6.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 330'181 CHF | 330'681 CHF | 99.91% | 99.91% |
18.11.2024 | 0.15% | 6.67 CHF | 6.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 331'966 CHF | 332'466 CHF | 100.00% | 100.00% |
15.11.2024 | 0.15% | 6.66 CHF | 6.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 334'927 CHF | 335'427 CHF | 100.00% | 100.00% |
14.11.2024 | 0.15% | 6.74 CHF | 6.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 337'601 CHF | 338'101 CHF | 100.00% | 100.00% |
13.11.2024 | 0.15% | 6.80 CHF | 6.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 340'638 CHF | 341'138 CHF | 99.93% | 99.93% |
12.11.2024 | 0.14% | 6.81 CHF | 6.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 346'451 CHF | 346'951 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 7.04 CHF | 7.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 352'146 CHF | 352'646 CHF | 99.66% | 99.66% |
08.11.2024 | 0.15% | 6.92 CHF | 6.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 344'323 CHF | 344'823 CHF | 100.00% | 100.00% |
07.11.2024 | 0.14% | 6.91 CHF | 6.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 345'878 CHF | 346'378 CHF | 99.70% | 99.70% |