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% | 7.05 CHF | 7.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'051'100 CHF | 1'052'600 CHF | 100.00% | 100.00% |
19.11.2024 | 0.14% | 7.05 CHF | 7.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'069'930 CHF | 1'071'420 CHF | 99.93% | 99.93% |
18.11.2024 | 0.14% | 7.12 CHF | 7.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'045'280 CHF | 1'046'780 CHF | 100.00% | 100.00% |
15.11.2024 | 0.15% | 6.83 CHF | 6.84 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'027'350 CHF | 1'028'850 CHF | 100.00% | 100.00% |
14.11.2024 | 0.15% | 6.78 CHF | 6.79 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 993'424 CHF | 994'924 CHF | 99.79% | 99.79% |
13.11.2024 | 0.14% | 6.90 CHF | 6.91 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'043'110 CHF | 1'044'610 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 6.81 CHF | 6.82 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'014'610 CHF | 1'016'110 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 6.76 CHF | 6.77 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'052'580 CHF | 1'054'080 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 7.11 CHF | 7.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'074'390 CHF | 1'075'890 CHF | 100.00% | 100.00% |
07.11.2024 | 0.14% | 7.27 CHF | 7.28 CHF | 150'000 | 150'000 | 149'993 | 149'993 | 1'066'610 CHF | 1'068'110 CHF | 99.46% | 99.46% |