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% | 8.62 CHF | 8.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'621'530 CHF | 2'624'530 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.61 CHF | 8.62 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'583'450 CHF | 2'586'450 CHF | 100.00% | 100.00% |
18.11.2024 | 0.11% | 8.84 CHF | 8.85 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'636'490 CHF | 2'639'490 CHF | 97.78% | 97.78% |
15.11.2024 | 0.11% | 8.79 CHF | 8.80 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'671'320 CHF | 2'674'320 CHF | 100.00% | 100.00% |
14.11.2024 | 0.11% | 9.17 CHF | 9.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'710'750 CHF | 2'713'750 CHF | 100.00% | 100.00% |
13.11.2024 | 0.11% | 8.96 CHF | 8.97 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'679'250 CHF | 2'682'250 CHF | 99.73% | 99.73% |
12.11.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'749'780 CHF | 2'752'780 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 9.41 CHF | 9.42 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'829'930 CHF | 2'832'930 CHF | 100.00% | 100.00% |
08.11.2024 | 0.11% | 9.20 CHF | 9.21 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'774'810 CHF | 2'777'810 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.45 CHF | 9.46 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'847'640 CHF | 2'850'640 CHF | 99.68% | 99.68% |