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 | 0.16% | 6.39 CHF | 6.40 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 964'843 CHF | 322'114 CHF | 99.37% | 99.37% |
19.11.2024 | 0.16% | 6.33 CHF | 6.34 CHF | 150'000 | 50'000 | 332'158 | 110'696 | 2'088'070 CHF | 696'981 CHF | 99.38% | 99.38% |
18.11.2024 | 0.15% | 6.61 CHF | 6.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'993'170 CHF | 999'224 CHF | 97.57% | 97.57% |
15.11.2024 | 0.15% | 6.67 CHF | 6.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'062'340 CHF | 1'022'280 CHF | 99.38% | 99.38% |
14.11.2024 | 0.15% | 6.95 CHF | 6.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'051'030 CHF | 1'018'510 CHF | 99.38% | 99.38% |
13.11.2024 | 0.15% | 6.64 CHF | 6.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'998'600 CHF | 1'001'030 CHF | 96.95% | 96.95% |
12.11.2024 | 0.15% | 6.55 CHF | 6.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'005'010 CHF | 1'003'170 CHF | 96.92% | 96.92% |
11.11.2024 | 0.15% | 6.69 CHF | 6.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'985'620 CHF | 996'705 CHF | 99.35% | 99.35% |
08.11.2024 | 0.15% | 6.54 CHF | 6.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'932'850 CHF | 979'117 CHF | 99.23% | 99.23% |
07.11.2024 | 0.15% | 6.58 CHF | 6.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'000'410 CHF | 1'001'640 CHF | 98.68% | 98.68% |