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% | 6.31 CHF | 6.32 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 980'521 CHF | 327'340 CHF | 99.36% | 99.36% |
19.11.2024 | 0.16% | 6.44 CHF | 6.45 CHF | 150'000 | 50'000 | 105'104 | 64'925 | 660'492 CHF | 407'490 CHF | 98.83% | 98.83% |
18.11.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 464'692 CHF | 465'442 CHF | 97.61% | 97.61% |
15.11.2024 | 0.16% | 6.04 CHF | 6.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 471'477 CHF | 472'227 CHF | 99.35% | 99.35% |
14.11.2024 | 0.15% | 6.41 CHF | 6.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 501'008 CHF | 501'758 CHF | 99.34% | 99.34% |
13.11.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 511'960 CHF | 512'710 CHF | 94.72% | 94.72% |
12.11.2024 | 0.15% | 6.74 CHF | 6.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 506'601 CHF | 507'351 CHF | 94.20% | 94.20% |
11.11.2024 | 0.15% | 6.73 CHF | 6.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 498'817 CHF | 499'567 CHF | 98.53% | 98.53% |
08.11.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 502'205 CHF | 502'955 CHF | 90.78% | 90.78% |
07.11.2024 | 0.15% | 6.62 CHF | 6.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 488'499 CHF | 489'249 CHF | 98.65% | 98.65% |