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 |
---|---|---|---|---|---|---|---|---|---|---|---|
01.11.2024 | 0.17% | 6.04 CHF | 6.05 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 4'422'340 CHF | 4'429'840 CHF | 99.76% | 99.76% |
31.10.2024 | 0.17% | 5.61 CHF | 5.62 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 4'303'080 CHF | 4'310'580 CHF | 99.95% | 99.95% |
30.10.2024 | 0.16% | 6.01 CHF | 6.02 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 4'565'930 CHF | 4'573'430 CHF | 98.94% | 98.94% |
29.10.2024 | 0.15% | 6.42 CHF | 6.43 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 4'902'900 CHF | 4'910'400 CHF | 100.00% | 100.00% |
28.10.2024 | 0.16% | 6.48 CHF | 6.49 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 4'803'900 CHF | 4'811'400 CHF | 100.00% | 100.00% |
25.10.2024 | 0.16% | 6.40 CHF | 6.41 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 4'790'540 CHF | 4'798'040 CHF | 100.00% | 100.00% |
24.10.2024 | 0.15% | 6.40 CHF | 6.41 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 4'843'100 CHF | 4'850'600 CHF | 100.00% | 100.00% |
23.10.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 4'707'380 CHF | 4'714'880 CHF | 100.00% | 100.00% |
22.10.2024 | 0.16% | 6.35 CHF | 6.36 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 4'794'980 CHF | 4'802'480 CHF | 99.76% | 99.76% |
21.10.2024 | 0.15% | 6.45 CHF | 6.46 CHF | 750'000 | 750'000 | 749'537 | 749'537 | 4'927'950 CHF | 4'935'450 CHF | 98.73% | 98.73% |