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% | 8.18 CHF | 8.19 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'234'140 CHF | 411'879 CHF | 99.37% | 99.37% |
19.11.2024 | 0.12% | 8.12 CHF | 8.13 CHF | 150'000 | 50'000 | 332'138 | 110'696 | 2'683'390 CHF | 895'431 CHF | 99.38% | 99.38% |
18.11.2024 | 0.12% | 8.41 CHF | 8.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'802'370 CHF | 1'268'960 CHF | 97.58% | 97.58% |
15.11.2024 | 0.12% | 8.47 CHF | 8.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'873'220 CHF | 1'292'570 CHF | 99.38% | 99.38% |
14.11.2024 | 0.12% | 8.75 CHF | 8.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'860'550 CHF | 1'288'350 CHF | 99.38% | 99.38% |
13.11.2024 | 0.12% | 8.43 CHF | 8.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'808'090 CHF | 1'270'860 CHF | 96.89% | 96.89% |
12.11.2024 | 0.12% | 8.34 CHF | 8.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'813'700 CHF | 1'272'730 CHF | 96.81% | 96.81% |
11.11.2024 | 0.12% | 8.49 CHF | 8.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'795'350 CHF | 1'266'620 CHF | 99.35% | 99.35% |
08.11.2024 | 0.12% | 8.34 CHF | 8.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'743'860 CHF | 1'249'460 CHF | 99.23% | 99.23% |
07.11.2024 | 0.12% | 8.39 CHF | 8.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'814'320 CHF | 1'272'940 CHF | 98.69% | 98.69% |