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% | 6.71 CHF | 6.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'641'800 CHF | 1'644'300 CHF | 99.55% | 99.55% |
19.11.2024 | 0.16% | 6.49 CHF | 6.50 CHF | 250'000 | 250'000 | 246'602 | 246'602 | 1'613'970 CHF | 1'616'460 CHF | 99.48% | 99.48% |
18.11.2024 | 0.16% | 6.42 CHF | 6.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'571'420 CHF | 1'573'920 CHF | 99.56% | 99.56% |
15.11.2024 | 0.18% | 6.09 CHF | 6.10 CHF | 250'000 | 250'000 | 245'485 | 245'485 | 1'485'650 CHF | 1'488'140 CHF | 99.61% | 99.61% |
14.11.2024 | 0.18% | 6.08 CHF | 6.09 CHF | 250'000 | 250'000 | 245'591 | 245'591 | 1'459'000 CHF | 1'461'550 CHF | 98.78% | 98.78% |
13.11.2024 | 0.27% | 6.32 CHF | 6.35 CHF | 200'000 | 200'000 | 231'268 | 231'268 | 1'473'530 CHF | 1'477'200 CHF | 96.78% | 96.78% |
12.11.2024 | 0.16% | 6.30 CHF | 6.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'578'380 CHF | 1'580'880 CHF | 99.51% | 99.51% |
11.11.2024 | 0.18% | 6.42 CHF | 6.43 CHF | 250'000 | 250'000 | 240'758 | 240'758 | 1'622'480 CHF | 1'625'300 CHF | 99.56% | 99.56% |
08.11.2024 | 0.14% | 7.01 CHF | 7.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'758'470 CHF | 1'760'970 CHF | 99.53% | 99.53% |
07.11.2024 | 0.15% | 7.10 CHF | 7.11 CHF | 250'000 | 250'000 | 249'243 | 249'243 | 1'725'530 CHF | 1'728'030 CHF | 99.53% | 99.53% |