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% | 6.58 CHF | 6.59 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 266'572 CHF | 266'972 CHF | 99.39% | 99.39% |
19.11.2024 | 0.15% | 6.58 CHF | 6.59 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 263'558 CHF | 263'958 CHF | 99.29% | 99.29% |
18.11.2024 | 0.15% | 6.75 CHF | 6.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 503'712 CHF | 504'462 CHF | 99.31% | 99.31% |
15.11.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 503'817 CHF | 504'567 CHF | 99.39% | 99.39% |
14.11.2024 | 0.15% | 6.69 CHF | 6.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 497'390 CHF | 498'140 CHF | 99.34% | 99.34% |
13.11.2024 | 0.15% | 6.58 CHF | 6.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 500'869 CHF | 501'619 CHF | 99.39% | 99.39% |
12.11.2024 | 0.15% | 6.53 CHF | 6.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 499'876 CHF | 500'626 CHF | 99.09% | 99.09% |
11.11.2024 | 0.15% | 6.84 CHF | 6.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 515'451 CHF | 516'201 CHF | 99.31% | 99.31% |
08.11.2024 | 0.15% | 6.74 CHF | 6.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 509'052 CHF | 509'802 CHF | 99.39% | 99.39% |
07.11.2024 | 0.14% | 6.90 CHF | 6.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 518'508 CHF | 519'258 CHF | 99.27% | 99.27% |