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 | 0.11% | 8.90 CHF | 8.91 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'704'290 CHF | 2'707'290 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 8.89 CHF | 8.90 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'666'210 CHF | 2'669'210 CHF | 100.00% | 100.00% |
18.11.2024 | 0.11% | 9.11 CHF | 9.12 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'719'220 CHF | 2'722'220 CHF | 97.78% | 97.78% |
15.11.2024 | 0.11% | 9.07 CHF | 9.08 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'754'100 CHF | 2'757'100 CHF | 100.00% | 100.00% |
14.11.2024 | 0.11% | 9.44 CHF | 9.45 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'793'510 CHF | 2'796'510 CHF | 100.00% | 100.00% |
13.11.2024 | 0.11% | 9.24 CHF | 9.25 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'762'070 CHF | 2'765'070 CHF | 99.73% | 99.73% |
12.11.2024 | 0.11% | 9.26 CHF | 9.27 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'832'590 CHF | 2'835'590 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.69 CHF | 9.70 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'912'680 CHF | 2'915'680 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 9.48 CHF | 9.49 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'857'550 CHF | 2'860'550 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 9.73 CHF | 9.74 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'930'380 CHF | 2'933'380 CHF | 99.68% | 99.68% |