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 | 0.15% | 6.76 CHF | 6.77 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'020'720 CHF | 340'741 CHF | 99.37% | 99.37% |
19.11.2024 | 0.15% | 6.70 CHF | 6.71 CHF | 150'000 | 50'000 | 332'158 | 110'695 | 2'211'630 CHF | 738'155 CHF | 99.38% | 99.38% |
18.11.2024 | 0.14% | 6.99 CHF | 7.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'161'070 CHF | 1'055'190 CHF | 97.52% | 97.52% |
15.11.2024 | 0.14% | 7.04 CHF | 7.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'230'600 CHF | 1'078'370 CHF | 99.37% | 99.37% |
14.11.2024 | 0.14% | 7.32 CHF | 7.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'218'990 CHF | 1'074'500 CHF | 99.37% | 99.37% |
13.11.2024 | 0.14% | 7.01 CHF | 7.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'166'590 CHF | 1'057'030 CHF | 96.98% | 96.98% |
12.11.2024 | 0.14% | 6.92 CHF | 6.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'172'800 CHF | 1'059'100 CHF | 96.93% | 96.93% |
11.11.2024 | 0.14% | 7.06 CHF | 7.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'153'570 CHF | 1'052'690 CHF | 99.35% | 99.35% |
08.11.2024 | 0.15% | 6.91 CHF | 6.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'101'120 CHF | 1'035'210 CHF | 99.23% | 99.23% |
07.11.2024 | 0.14% | 6.95 CHF | 6.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'169'260 CHF | 1'057'920 CHF | 98.68% | 98.68% |