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% | 7.12 CHF | 7.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'456'200 CHF | 1'458'200 CHF | 100.00% | 100.00% |
19.11.2024 | 0.14% | 7.18 CHF | 7.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'427'060 CHF | 1'429'060 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 7.41 CHF | 7.42 CHF | 200'000 | 200'000 | 199'905 | 199'905 | 1'471'750 CHF | 1'473'750 CHF | 99.07% | 99.07% |
15.11.2024 | 0.13% | 7.43 CHF | 7.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'507'120 CHF | 1'509'120 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 7.64 CHF | 7.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'503'120 CHF | 1'505'120 CHF | 99.08% | 99.08% |
13.11.2024 | 0.14% | 7.14 CHF | 7.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'435'760 CHF | 1'437'760 CHF | 100.00% | 100.00% |
12.11.2024 | 0.13% | 7.21 CHF | 7.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'496'570 CHF | 1'498'570 CHF | 100.00% | 100.00% |
11.11.2024 | 0.13% | 7.75 CHF | 7.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'553'980 CHF | 1'555'980 CHF | 100.00% | 100.00% |
08.11.2024 | 0.13% | 7.50 CHF | 7.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'516'520 CHF | 1'518'520 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 7.80 CHF | 7.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'545'850 CHF | 1'547'850 CHF | 99.67% | 99.67% |