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% | 7.29 CHF | 7.30 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'100'280 CHF | 367'260 CHF | 99.37% | 99.37% |
19.11.2024 | 0.14% | 7.23 CHF | 7.24 CHF | 150'000 | 50'000 | 332'158 | 110'695 | 2'387'560 CHF | 796'786 CHF | 99.38% | 99.38% |
18.11.2024 | 0.13% | 7.52 CHF | 7.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'400'130 CHF | 1'134'880 CHF | 97.61% | 97.61% |
15.11.2024 | 0.13% | 7.57 CHF | 7.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'470'150 CHF | 1'158'220 CHF | 99.38% | 99.38% |
14.11.2024 | 0.13% | 7.85 CHF | 7.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'458'160 CHF | 1'154'220 CHF | 99.37% | 99.37% |
13.11.2024 | 0.13% | 7.54 CHF | 7.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'405'730 CHF | 1'136'740 CHF | 96.95% | 96.95% |
12.11.2024 | 0.13% | 7.45 CHF | 7.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'411'790 CHF | 1'138'760 CHF | 96.84% | 96.84% |
11.11.2024 | 0.13% | 7.59 CHF | 7.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'392'890 CHF | 1'132'460 CHF | 99.35% | 99.35% |
08.11.2024 | 0.13% | 7.44 CHF | 7.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'340'730 CHF | 1'115'080 CHF | 99.23% | 99.23% |
07.11.2024 | 0.13% | 7.49 CHF | 7.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'409'750 CHF | 1'138'080 CHF | 98.68% | 98.68% |