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 | 0.14% | 6.73 CHF | 6.74 CHF | 225'000 | 225'000 | 224'876 | 224'876 | 1'583'500 CHF | 1'585'750 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 6.76 CHF | 6.78 CHF | 225'000 | 225'000 | 224'539 | 224'539 | 1'491'490 CHF | 1'494'050 CHF | 100.00% | 100.00% |
18.11.2024 | 0.16% | 7.28 CHF | 7.30 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 1'633'100 CHF | 1'635'730 CHF | 100.00% | 100.00% |
15.11.2024 | 0.15% | 7.36 CHF | 7.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'496'280 CHF | 1'498'570 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 7.59 CHF | 7.60 CHF | 225'000 | 225'000 | 223'960 | 223'960 | 1'678'250 CHF | 1'680'500 CHF | 100.00% | 100.00% |
13.11.2024 | 0.15% | 6.73 CHF | 6.74 CHF | 225'000 | 225'000 | 224'484 | 224'484 | 1'538'180 CHF | 1'540'430 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 6.91 CHF | 6.93 CHF | 200'000 | 200'000 | 199'549 | 199'549 | 1'527'850 CHF | 1'530'350 CHF | 100.00% | 100.00% |
11.11.2024 | 0.16% | 8.43 CHF | 8.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'689'950 CHF | 1'692'590 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 7.65 CHF | 7.66 CHF | 200'000 | 200'000 | 199'534 | 199'534 | 1'546'100 CHF | 1'548'650 CHF | 100.00% | 100.00% |
07.11.2024 | 0.15% | 8.26 CHF | 8.27 CHF | 225'000 | 225'000 | 223'978 | 223'978 | 1'801'170 CHF | 1'803'810 CHF | 100.00% | 100.00% |