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% | 6.47 CHF | 6.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 496'033 CHF | 496'783 CHF | 100.00% | 100.00% |
19.11.2024 | 0.15% | 6.56 CHF | 6.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 486'122 CHF | 486'872 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 6.73 CHF | 6.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 497'668 CHF | 498'418 CHF | 98.92% | 98.92% |
15.11.2024 | 0.15% | 6.55 CHF | 6.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 506'189 CHF | 506'939 CHF | 100.00% | 100.00% |
14.11.2024 | 0.14% | 7.04 CHF | 7.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 522'198 CHF | 522'948 CHF | 100.00% | 100.00% |
13.11.2024 | 0.14% | 6.89 CHF | 6.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 518'768 CHF | 519'518 CHF | 99.88% | 99.88% |
12.11.2024 | 0.14% | 7.16 CHF | 7.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 547'664 CHF | 548'414 CHF | 100.00% | 100.00% |
11.11.2024 | 0.13% | 7.49 CHF | 7.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 558'500 CHF | 559'250 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 7.18 CHF | 7.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 536'493 CHF | 537'243 CHF | 100.00% | 100.00% |
07.11.2024 | 0.14% | 7.29 CHF | 7.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 542'934 CHF | 543'684 CHF | 99.68% | 99.68% |