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 | 0.15% | 6.58 CHF | 6.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'348'380 CHF | 1'350'380 CHF | 100.00% | 100.00% |
19.11.2024 | 0.15% | 6.65 CHF | 6.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'319'380 CHF | 1'321'380 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 6.87 CHF | 6.88 CHF | 200'000 | 200'000 | 199'905 | 199'905 | 1'363'820 CHF | 1'365'820 CHF | 99.07% | 99.07% |
15.11.2024 | 0.14% | 6.89 CHF | 6.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'398'980 CHF | 1'400'980 CHF | 100.00% | 100.00% |
14.11.2024 | 0.14% | 7.10 CHF | 7.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'395'150 CHF | 1'397'150 CHF | 99.08% | 99.08% |
13.11.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'327'760 CHF | 1'329'760 CHF | 100.00% | 100.00% |
12.11.2024 | 0.14% | 6.67 CHF | 6.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'388'670 CHF | 1'390'670 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 7.21 CHF | 7.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'445'970 CHF | 1'447'970 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 6.96 CHF | 6.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'408'310 CHF | 1'410'310 CHF | 100.00% | 100.00% |
07.11.2024 | 0.14% | 7.26 CHF | 7.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'437'400 CHF | 1'439'400 CHF | 99.67% | 99.67% |