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 | 0.25% | 7.71 CHF | 7.73 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'920'070 CHF | 786'014 CHF | 99.27% | 99.27% |
19.11.2024 | 0.26% | 7.67 CHF | 7.69 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'802'400 CHF | 762'480 CHF | 99.27% | 99.27% |
18.11.2024 | 0.26% | 7.78 CHF | 7.80 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'861'330 CHF | 774'267 CHF | 99.27% | 99.27% |
15.11.2024 | 0.26% | 7.66 CHF | 7.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'839'270 CHF | 769'854 CHF | 99.27% | 99.27% |
14.11.2024 | 0.26% | 7.82 CHF | 7.84 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'867'110 CHF | 775'421 CHF | 99.27% | 99.27% |
13.11.2024 | 0.26% | 7.66 CHF | 7.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'836'370 CHF | 769'273 CHF | 99.27% | 99.27% |
12.11.2024 | 0.25% | 7.76 CHF | 7.78 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'947'660 CHF | 791'532 CHF | 99.25% | 99.25% |
11.11.2024 | 0.25% | 8.04 CHF | 8.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'981'570 CHF | 798'314 CHF | 99.27% | 99.27% |
08.11.2024 | 0.26% | 7.79 CHF | 7.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'907'130 CHF | 783'427 CHF | 99.25% | 99.25% |
07.11.2024 | 0.25% | 8.10 CHF | 8.12 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 4'054'400 CHF | 812'879 CHF | 1.12% | 1.12% |