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 | 0.12% | 8.00 CHF | 8.01 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'206'680 CHF | 402'726 CHF | 99.37% | 99.37% |
19.11.2024 | 0.13% | 7.94 CHF | 7.95 CHF | 150'000 | 50'000 | 332'158 | 110'696 | 2'622'830 CHF | 875'197 CHF | 99.38% | 99.38% |
18.11.2024 | 0.12% | 8.23 CHF | 8.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'719'840 CHF | 1'241'450 CHF | 97.63% | 97.63% |
15.11.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'790'530 CHF | 1'265'010 CHF | 99.37% | 99.37% |
14.11.2024 | 0.12% | 8.57 CHF | 8.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'777'960 CHF | 1'260'820 CHF | 99.38% | 99.38% |
13.11.2024 | 0.12% | 8.24 CHF | 8.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'725'590 CHF | 1'243'360 CHF | 96.90% | 96.90% |
12.11.2024 | 0.12% | 8.16 CHF | 8.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'731'170 CHF | 1'245'220 CHF | 96.96% | 96.96% |
11.11.2024 | 0.12% | 8.30 CHF | 8.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'712'820 CHF | 1'239'110 CHF | 99.35% | 99.35% |
08.11.2024 | 0.12% | 8.15 CHF | 8.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'661'170 CHF | 1'221'890 CHF | 99.23% | 99.23% |
07.11.2024 | 0.12% | 8.20 CHF | 8.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'731'360 CHF | 1'245'290 CHF | 98.69% | 98.69% |