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% | 6.52 CHF | 6.53 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 984'798 CHF | 328'766 CHF | 99.36% | 99.36% |
19.11.2024 | 0.16% | 6.46 CHF | 6.47 CHF | 150'000 | 50'000 | 332'159 | 110'695 | 2'132'190 CHF | 711'682 CHF | 99.38% | 99.38% |
18.11.2024 | 0.15% | 6.75 CHF | 6.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'053'080 CHF | 1'019'190 CHF | 97.57% | 97.57% |
15.11.2024 | 0.14% | 6.80 CHF | 6.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'122'400 CHF | 1'042'300 CHF | 99.38% | 99.38% |
14.11.2024 | 0.14% | 7.08 CHF | 7.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'110'990 CHF | 1'038'500 CHF | 99.37% | 99.37% |
13.11.2024 | 0.15% | 6.77 CHF | 6.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'058'580 CHF | 1'021'030 CHF | 96.89% | 96.89% |
12.11.2024 | 0.15% | 6.68 CHF | 6.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'064'990 CHF | 1'023'160 CHF | 96.78% | 96.78% |
11.11.2024 | 0.15% | 6.82 CHF | 6.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'045'480 CHF | 1'016'660 CHF | 99.35% | 99.35% |
08.11.2024 | 0.15% | 6.67 CHF | 6.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'992'920 CHF | 999'142 CHF | 99.23% | 99.23% |
07.11.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'060'670 CHF | 1'021'720 CHF | 98.71% | 98.71% |