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 | 0.14% | 6.85 CHF | 6.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'402'290 CHF | 1'404'290 CHF | 100.00% | 100.00% |
19.11.2024 | 0.15% | 6.91 CHF | 6.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'373'220 CHF | 1'375'220 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 7.14 CHF | 7.15 CHF | 200'000 | 200'000 | 199'910 | 199'910 | 1'417'820 CHF | 1'419'820 CHF | 99.07% | 99.07% |
15.11.2024 | 0.14% | 7.16 CHF | 7.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'453'050 CHF | 1'455'050 CHF | 100.00% | 100.00% |
14.11.2024 | 0.14% | 7.37 CHF | 7.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'449'140 CHF | 1'451'140 CHF | 99.08% | 99.08% |
13.11.2024 | 0.14% | 6.87 CHF | 6.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'381'760 CHF | 1'383'760 CHF | 100.00% | 100.00% |
12.11.2024 | 0.14% | 6.94 CHF | 6.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'442'620 CHF | 1'444'620 CHF | 100.00% | 100.00% |
11.11.2024 | 0.13% | 7.48 CHF | 7.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'499'970 CHF | 1'501'970 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 7.23 CHF | 7.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'462'400 CHF | 1'464'400 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 7.53 CHF | 7.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'491'600 CHF | 1'493'600 CHF | 99.68% | 99.68% |