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% | 6.31 CHF | 6.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'294'500 CHF | 1'296'500 CHF | 100.00% | 100.00% |
19.11.2024 | 0.16% | 6.38 CHF | 6.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'265'590 CHF | 1'267'590 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 200'000 | 200'000 | 199'910 | 199'910 | 1'309'880 CHF | 1'311'880 CHF | 99.06% | 99.06% |
15.11.2024 | 0.15% | 6.62 CHF | 6.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'344'910 CHF | 1'346'910 CHF | 100.00% | 100.00% |
14.11.2024 | 0.15% | 6.83 CHF | 6.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'341'170 CHF | 1'343'170 CHF | 99.08% | 99.08% |
13.11.2024 | 0.16% | 6.33 CHF | 6.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'273'770 CHF | 1'275'770 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 6.40 CHF | 6.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'334'710 CHF | 1'336'710 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 6.94 CHF | 6.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'391'970 CHF | 1'393'970 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 6.69 CHF | 6.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'354'250 CHF | 1'356'250 CHF | 100.00% | 100.00% |
07.11.2024 | 0.14% | 6.99 CHF | 7.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'383'090 CHF | 1'385'090 CHF | 99.68% | 99.68% |