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 | 0.16% | 6.18 CHF | 6.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'267'980 CHF | 1'269'980 CHF | 100.00% | 100.00% |
19.11.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'239'020 CHF | 1'241'020 CHF | 100.00% | 100.00% |
18.11.2024 | 0.16% | 6.47 CHF | 6.48 CHF | 200'000 | 200'000 | 199'931 | 199'931 | 1'283'490 CHF | 1'285'490 CHF | 99.06% | 99.06% |
15.11.2024 | 0.15% | 6.49 CHF | 6.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'318'200 CHF | 1'320'200 CHF | 100.00% | 100.00% |
14.11.2024 | 0.15% | 6.69 CHF | 6.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'314'580 CHF | 1'316'580 CHF | 99.08% | 99.08% |
13.11.2024 | 0.16% | 6.20 CHF | 6.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'247'120 CHF | 1'249'120 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 6.27 CHF | 6.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'308'040 CHF | 1'310'040 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 6.80 CHF | 6.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'365'330 CHF | 1'367'330 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 6.56 CHF | 6.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'327'580 CHF | 1'329'580 CHF | 100.00% | 100.00% |
07.11.2024 | 0.15% | 6.85 CHF | 6.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'356'370 CHF | 1'358'370 CHF | 99.68% | 99.68% |