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% | 6.68 CHF | 6.69 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 1'046'300 CHF | 1'047'900 CHF | 100.00% | 100.00% |
19.11.2024 | 0.15% | 6.46 CHF | 6.47 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 1'042'420 CHF | 1'044'020 CHF | 100.00% | 100.00% |
18.11.2024 | 0.16% | 6.38 CHF | 6.39 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 1'000'680 CHF | 1'002'280 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 961'967 CHF | 963'567 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 6.04 CHF | 6.05 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 943'956 CHF | 945'556 CHF | 99.91% | 99.91% |
13.11.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 1'013'140 CHF | 1'014'740 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 1'003'360 CHF | 1'004'960 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 6.38 CHF | 6.39 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 1'070'810 CHF | 1'072'410 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 6.96 CHF | 6.97 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 1'117'090 CHF | 1'118'690 CHF | 100.00% | 100.00% |
07.11.2024 | 0.15% | 7.04 CHF | 7.05 CHF | 160'000 | 160'000 | 159'914 | 159'914 | 1'098'590 CHF | 1'100'190 CHF | 99.92% | 99.92% |