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% | 10.55 CHF | 10.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'601'810 CHF | 2'604'310 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 10.32 CHF | 10.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'593'390 CHF | 2'595'890 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 10.26 CHF | 10.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'532'820 CHF | 2'535'320 CHF | 100.00% | 100.00% |
15.11.2024 | 0.10% | 9.94 CHF | 9.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'475'110 CHF | 2'477'610 CHF | 100.00% | 100.00% |
14.11.2024 | 0.10% | 9.93 CHF | 9.94 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'448'240 CHF | 2'450'740 CHF | 99.79% | 99.79% |
13.11.2024 | 0.10% | 10.16 CHF | 10.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'549'270 CHF | 2'551'770 CHF | 100.00% | 100.00% |
12.11.2024 | 0.10% | 10.12 CHF | 10.13 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'532'960 CHF | 2'535'460 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 10.23 CHF | 10.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'636'060 CHF | 2'638'560 CHF | 100.00% | 100.00% |
08.11.2024 | 0.09% | 10.79 CHF | 10.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'702'020 CHF | 2'704'520 CHF | 100.00% | 100.00% |
07.11.2024 | 0.09% | 10.87 CHF | 10.88 CHF | 250'000 | 250'000 | 249'938 | 249'938 | 2'676'360 CHF | 2'678'860 CHF | 100.00% | 100.00% |