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% | 7.79 CHF | 7.80 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'387'240 CHF | 2'390'240 CHF | 97.92% | 97.92% |
19.11.2024 | 0.13% | 7.85 CHF | 7.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'333'850 CHF | 2'336'850 CHF | 86.94% | 86.94% |
18.11.2024 | 0.12% | 8.09 CHF | 8.10 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'410'750 CHF | 2'413'750 CHF | 99.94% | 99.94% |
15.11.2024 | 0.12% | 8.11 CHF | 8.12 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'464'410 CHF | 2'467'410 CHF | 97.92% | 97.92% |
14.11.2024 | 0.12% | 8.32 CHF | 8.33 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'458'270 CHF | 2'461'270 CHF | 99.98% | 99.98% |
13.11.2024 | 0.13% | 7.81 CHF | 7.82 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'355'630 CHF | 2'358'630 CHF | 100.00% | 100.00% |
12.11.2024 | 0.12% | 7.88 CHF | 7.89 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'446'610 CHF | 2'449'610 CHF | 99.99% | 99.99% |
11.11.2024 | 0.12% | 8.42 CHF | 8.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'534'180 CHF | 2'537'180 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.18 CHF | 8.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'476'400 CHF | 2'479'400 CHF | 98.38% | 98.38% |
07.11.2024 | 0.12% | 8.48 CHF | 8.49 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'523'390 CHF | 2'526'390 CHF | 94.29% | 94.29% |