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 | 0.13% | 7.41 CHF | 7.42 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'145'720 CHF | 382'408 CHF | 99.35% | 99.35% |
19.11.2024 | 0.14% | 7.54 CHF | 7.55 CHF | 150'000 | 50'000 | 105'094 | 64'923 | 775'812 CHF | 478'790 CHF | 98.83% | 98.83% |
18.11.2024 | 0.14% | 7.39 CHF | 7.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 547'414 CHF | 548'164 CHF | 97.43% | 97.43% |
15.11.2024 | 0.14% | 7.14 CHF | 7.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 554'296 CHF | 555'046 CHF | 99.34% | 99.34% |
14.11.2024 | 0.13% | 7.52 CHF | 7.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 583'875 CHF | 584'625 CHF | 99.33% | 99.33% |
13.11.2024 | 0.13% | 7.81 CHF | 7.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 594'224 CHF | 594'974 CHF | 94.63% | 94.63% |
12.11.2024 | 0.13% | 7.84 CHF | 7.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 588'749 CHF | 589'499 CHF | 94.10% | 94.10% |
11.11.2024 | 0.13% | 7.82 CHF | 7.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 580'721 CHF | 581'471 CHF | 98.51% | 98.51% |
08.11.2024 | 0.13% | 7.69 CHF | 7.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 583'412 CHF | 584'162 CHF | 90.82% | 90.82% |
07.11.2024 | 0.13% | 7.70 CHF | 7.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 569'955 CHF | 570'705 CHF | 98.64% | 98.64% |