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 | 0.10% | 9.94 CHF | 9.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'448'270 CHF | 2'450'770 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 9.70 CHF | 9.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'440'270 CHF | 2'442'770 CHF | 99.93% | 99.93% |
18.11.2024 | 0.11% | 9.64 CHF | 9.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'379'020 CHF | 2'381'520 CHF | 100.00% | 100.00% |
15.11.2024 | 0.11% | 9.32 CHF | 9.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'321'230 CHF | 2'323'730 CHF | 100.00% | 100.00% |
14.11.2024 | 0.11% | 9.31 CHF | 9.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'294'240 CHF | 2'296'740 CHF | 99.79% | 99.79% |
13.11.2024 | 0.10% | 9.54 CHF | 9.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'396'310 CHF | 2'398'810 CHF | 100.00% | 100.00% |
12.11.2024 | 0.10% | 9.51 CHF | 9.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'380'250 CHF | 2'382'750 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.62 CHF | 9.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'483'780 CHF | 2'486'280 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 10.19 CHF | 10.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'551'060 CHF | 2'553'560 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 10.27 CHF | 10.28 CHF | 250'000 | 250'000 | 249'935 | 249'935 | 2'525'020 CHF | 2'527'520 CHF | 100.00% | 100.00% |