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 | 0.13% | 7.77 CHF | 7.78 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'172'930 CHF | 391'477 CHF | 99.37% | 99.37% |
19.11.2024 | 0.13% | 7.71 CHF | 7.72 CHF | 150'000 | 50'000 | 332'158 | 110'695 | 2'548'190 CHF | 850'318 CHF | 99.38% | 99.38% |
18.11.2024 | 0.12% | 8.00 CHF | 8.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'618'430 CHF | 1'207'640 CHF | 97.56% | 97.56% |
15.11.2024 | 0.12% | 8.06 CHF | 8.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'688'930 CHF | 1'231'140 CHF | 99.38% | 99.38% |
14.11.2024 | 0.12% | 8.34 CHF | 8.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'676'500 CHF | 1'227'000 CHF | 99.38% | 99.38% |
13.11.2024 | 0.12% | 8.02 CHF | 8.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'624'090 CHF | 1'209'530 CHF | 97.03% | 97.03% |
12.11.2024 | 0.12% | 7.93 CHF | 7.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'629'910 CHF | 1'211'470 CHF | 96.82% | 96.82% |
11.11.2024 | 0.12% | 8.07 CHF | 8.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'611'350 CHF | 1'205'280 CHF | 99.35% | 99.35% |
08.11.2024 | 0.13% | 7.93 CHF | 7.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'559'550 CHF | 1'188'020 CHF | 99.23% | 99.23% |
07.11.2024 | 0.12% | 7.98 CHF | 7.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'629'320 CHF | 1'211'270 CHF | 98.71% | 98.71% |