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% | 6.94 CHF | 6.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 347'596 CHF | 348'096 CHF | 99.39% | 99.39% |
19.11.2024 | 0.14% | 6.98 CHF | 6.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 349'673 CHF | 350'173 CHF | 99.29% | 99.29% |
18.11.2024 | 0.15% | 6.87 CHF | 6.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 343'770 CHF | 344'270 CHF | 99.31% | 99.31% |
15.11.2024 | 0.14% | 6.89 CHF | 6.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 345'490 CHF | 345'990 CHF | 99.39% | 99.39% |
14.11.2024 | 0.14% | 7.24 CHF | 7.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 361'290 CHF | 361'790 CHF | 99.39% | 99.39% |
13.11.2024 | 0.14% | 7.23 CHF | 7.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 362'382 CHF | 362'882 CHF | 99.38% | 99.38% |
12.11.2024 | 0.14% | 7.28 CHF | 7.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 360'068 CHF | 360'568 CHF | 99.08% | 99.08% |
11.11.2024 | 0.14% | 7.18 CHF | 7.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 358'424 CHF | 358'924 CHF | 91.09% | 91.09% |
08.11.2024 | 0.14% | 7.39 CHF | 7.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 368'452 CHF | 368'952 CHF | 99.39% | 99.39% |
07.11.2024 | 0.13% | 7.39 CHF | 7.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 371'291 CHF | 371'791 CHF | 99.29% | 99.29% |