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 | 0.12% | 8.39 CHF | 8.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'553'710 CHF | 2'556'710 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.38 CHF | 8.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'515'650 CHF | 2'518'650 CHF | 100.00% | 100.00% |
18.11.2024 | 0.12% | 8.61 CHF | 8.62 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'568'650 CHF | 2'571'650 CHF | 97.77% | 97.77% |
15.11.2024 | 0.12% | 8.57 CHF | 8.58 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'603'480 CHF | 2'606'480 CHF | 100.00% | 100.00% |
14.11.2024 | 0.11% | 8.94 CHF | 8.95 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'642'940 CHF | 2'645'940 CHF | 100.00% | 100.00% |
13.11.2024 | 0.11% | 8.74 CHF | 8.75 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'611'450 CHF | 2'614'450 CHF | 99.73% | 99.73% |
12.11.2024 | 0.11% | 8.75 CHF | 8.76 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'681'990 CHF | 2'684'990 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 9.19 CHF | 9.20 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'762'090 CHF | 2'765'090 CHF | 100.00% | 100.00% |
08.11.2024 | 0.11% | 8.97 CHF | 8.98 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'706'970 CHF | 2'709'970 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.23 CHF | 9.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'779'800 CHF | 2'782'800 CHF | 99.67% | 99.67% |