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% | 7.56 CHF | 7.57 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'140'570 CHF | 380'690 CHF | 99.36% | 99.36% |
19.11.2024 | 0.13% | 7.50 CHF | 7.51 CHF | 150'000 | 50'000 | 332'155 | 110'695 | 2'476'610 CHF | 826'470 CHF | 99.38% | 99.38% |
18.11.2024 | 0.13% | 7.79 CHF | 7.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'521'200 CHF | 1'175'230 CHF | 97.56% | 97.56% |
15.11.2024 | 0.13% | 7.84 CHF | 7.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'591'460 CHF | 1'198'650 CHF | 99.38% | 99.38% |
14.11.2024 | 0.13% | 8.12 CHF | 8.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'579'260 CHF | 1'194'590 CHF | 99.38% | 99.38% |
13.11.2024 | 0.13% | 7.81 CHF | 7.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'526'820 CHF | 1'177'110 CHF | 96.89% | 96.89% |
12.11.2024 | 0.13% | 7.72 CHF | 7.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'532'710 CHF | 1'179'070 CHF | 96.85% | 96.85% |
11.11.2024 | 0.13% | 7.86 CHF | 7.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'513'950 CHF | 1'172'820 CHF | 99.35% | 99.35% |
08.11.2024 | 0.13% | 7.71 CHF | 7.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'462'060 CHF | 1'155'520 CHF | 99.23% | 99.23% |
07.11.2024 | 0.13% | 7.76 CHF | 7.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'531'500 CHF | 1'178'670 CHF | 98.68% | 98.68% |