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% | 6.60 CHF | 6.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 505'514 CHF | 506'264 CHF | 100.00% | 100.00% |
19.11.2024 | 0.15% | 6.69 CHF | 6.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 495'635 CHF | 496'385 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 6.85 CHF | 6.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 507'169 CHF | 507'919 CHF | 98.92% | 98.92% |
15.11.2024 | 0.15% | 6.68 CHF | 6.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 515'669 CHF | 516'419 CHF | 100.00% | 100.00% |
14.11.2024 | 0.14% | 7.16 CHF | 7.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 531'668 CHF | 532'418 CHF | 100.00% | 100.00% |
13.11.2024 | 0.14% | 7.01 CHF | 7.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 528'259 CHF | 529'009 CHF | 99.87% | 99.87% |
12.11.2024 | 0.13% | 7.28 CHF | 7.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 557'164 CHF | 557'914 CHF | 100.00% | 100.00% |
11.11.2024 | 0.13% | 7.62 CHF | 7.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 567'994 CHF | 568'744 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 7.30 CHF | 7.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 545'993 CHF | 546'743 CHF | 100.00% | 100.00% |
07.11.2024 | 0.14% | 7.42 CHF | 7.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 552'388 CHF | 553'138 CHF | 99.67% | 99.67% |