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% | 6.59 CHF | 6.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 505'273 CHF | 506'023 CHF | 99.94% | 99.94% |
19.11.2024 | 0.15% | 6.69 CHF | 6.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 495'419 CHF | 496'169 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 6.85 CHF | 6.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 506'950 CHF | 507'700 CHF | 98.93% | 98.93% |
15.11.2024 | 0.15% | 6.67 CHF | 6.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 515'456 CHF | 516'206 CHF | 100.00% | 100.00% |
14.11.2024 | 0.14% | 7.16 CHF | 7.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 531'445 CHF | 532'195 CHF | 100.00% | 100.00% |
13.11.2024 | 0.14% | 7.01 CHF | 7.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 528'034 CHF | 528'784 CHF | 99.88% | 99.88% |
12.11.2024 | 0.13% | 7.28 CHF | 7.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 556'937 CHF | 557'687 CHF | 100.00% | 100.00% |
11.11.2024 | 0.13% | 7.62 CHF | 7.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 567'763 CHF | 568'513 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 7.30 CHF | 7.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 545'768 CHF | 546'518 CHF | 100.00% | 100.00% |
07.11.2024 | 0.14% | 7.42 CHF | 7.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 552'170 CHF | 552'920 CHF | 99.68% | 99.68% |