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% | 7.76 CHF | 7.77 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'141'670 CHF | 1'143'170 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 7.53 CHF | 7.54 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'137'490 CHF | 1'138'990 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 7.46 CHF | 7.47 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'099'010 CHF | 1'100'510 CHF | 100.00% | 100.00% |
15.11.2024 | 0.14% | 7.12 CHF | 7.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'062'690 CHF | 1'064'190 CHF | 100.00% | 100.00% |
14.11.2024 | 0.14% | 7.11 CHF | 7.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'045'820 CHF | 1'047'320 CHF | 99.91% | 99.91% |
13.11.2024 | 0.14% | 7.35 CHF | 7.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'109'670 CHF | 1'111'170 CHF | 100.00% | 100.00% |
12.11.2024 | 0.14% | 7.32 CHF | 7.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'100'310 CHF | 1'101'810 CHF | 100.00% | 100.00% |
11.11.2024 | 0.13% | 7.44 CHF | 7.45 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'163'130 CHF | 1'164'630 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.01 CHF | 8.02 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'205'050 CHF | 1'206'550 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 8.10 CHF | 8.11 CHF | 150'000 | 150'000 | 149'920 | 149'920 | 1'188'130 CHF | 1'189'630 CHF | 99.92% | 99.92% |