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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.10% | 10.19 CHF | 10.20 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'068'750 CHF | 3'071'750 CHF | 100.00% | 100.00% |
02.12.2024 | 0.10% | 10.23 CHF | 10.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'053'890 CHF | 3'056'890 CHF | 99.99% | 99.99% |
29.11.2024 | 0.10% | 10.08 CHF | 10.09 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'993'400 CHF | 2'996'400 CHF | 100.00% | 100.00% |
28.11.2024 | 0.10% | 9.96 CHF | 9.97 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'983'050 CHF | 2'986'050 CHF | 100.00% | 100.00% |
27.11.2024 | 0.10% | 9.82 CHF | 9.83 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'943'280 CHF | 2'946'280 CHF | 100.00% | 100.00% |
26.11.2024 | 0.10% | 9.82 CHF | 9.83 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'958'290 CHF | 2'961'290 CHF | 100.00% | 100.00% |
25.11.2024 | 0.10% | 9.96 CHF | 9.97 CHF | 300'000 | 300'000 | 299'783 | 299'783 | 2'993'690 CHF | 2'996'690 CHF | 100.00% | 100.00% |
22.11.2024 | 0.10% | 10.03 CHF | 10.04 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'987'120 CHF | 2'990'120 CHF | 99.97% | 99.97% |
20.11.2024 | 0.10% | 9.64 CHF | 9.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'927'530 CHF | 2'930'530 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 9.63 CHF | 9.64 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'889'460 CHF | 2'892'460 CHF | 99.99% | 99.99% |