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% | 7.62 CHF | 7.63 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'176'230 CHF | 392'577 CHF | 99.35% | 99.35% |
19.11.2024 | 0.13% | 7.74 CHF | 7.75 CHF | 150'000 | 50'000 | 105'078 | 64'924 | 796'988 CHF | 491'947 CHF | 98.82% | 98.82% |
18.11.2024 | 0.13% | 7.60 CHF | 7.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 562'692 CHF | 563'442 CHF | 97.56% | 97.56% |
15.11.2024 | 0.13% | 7.35 CHF | 7.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 569'581 CHF | 570'331 CHF | 99.35% | 99.35% |
14.11.2024 | 0.13% | 7.72 CHF | 7.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 599'191 CHF | 599'941 CHF | 99.36% | 99.36% |
13.11.2024 | 0.12% | 8.01 CHF | 8.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 609'416 CHF | 610'166 CHF | 94.63% | 94.63% |
12.11.2024 | 0.12% | 8.04 CHF | 8.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 603'917 CHF | 604'667 CHF | 94.20% | 94.20% |
11.11.2024 | 0.13% | 8.02 CHF | 8.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 595'846 CHF | 596'596 CHF | 98.53% | 98.53% |
08.11.2024 | 0.13% | 7.89 CHF | 7.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 598'410 CHF | 599'160 CHF | 90.82% | 90.82% |
07.11.2024 | 0.13% | 7.90 CHF | 7.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 585'004 CHF | 585'754 CHF | 98.69% | 98.69% |