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% | 7.03 CHF | 7.04 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'060'820 CHF | 354'107 CHF | 99.37% | 99.37% |
19.11.2024 | 0.14% | 6.96 CHF | 6.97 CHF | 150'000 | 50'000 | 332'158 | 110'695 | 2'300'320 CHF | 767'712 CHF | 99.38% | 99.38% |
18.11.2024 | 0.14% | 7.26 CHF | 7.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'281'580 CHF | 1'095'360 CHF | 97.53% | 97.53% |
15.11.2024 | 0.13% | 7.31 CHF | 7.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'351'300 CHF | 1'118'600 CHF | 99.37% | 99.37% |
14.11.2024 | 0.13% | 7.59 CHF | 7.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'339'530 CHF | 1'114'680 CHF | 99.37% | 99.37% |
13.11.2024 | 0.14% | 7.28 CHF | 7.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'287'090 CHF | 1'097'200 CHF | 96.89% | 96.89% |
12.11.2024 | 0.14% | 7.19 CHF | 7.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'293'250 CHF | 1'099'250 CHF | 96.84% | 96.84% |
11.11.2024 | 0.14% | 7.33 CHF | 7.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'274'210 CHF | 1'092'900 CHF | 99.35% | 99.35% |
08.11.2024 | 0.14% | 7.18 CHF | 7.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'221'870 CHF | 1'075'460 CHF | 99.23% | 99.23% |
07.11.2024 | 0.14% | 7.22 CHF | 7.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'290'490 CHF | 1'098'330 CHF | 98.70% | 98.70% |