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% | 9.42 CHF | 9.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'319'250 CHF | 2'321'750 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 9.19 CHF | 9.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'311'640 CHF | 2'314'140 CHF | 100.00% | 100.00% |
18.11.2024 | 0.11% | 9.13 CHF | 9.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'249'830 CHF | 2'252'330 CHF | 100.00% | 100.00% |
15.11.2024 | 0.11% | 8.80 CHF | 8.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'191'910 CHF | 2'194'410 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 8.79 CHF | 8.80 CHF | 250'000 | 250'000 | 249'989 | 250'000 | 2'164'770 CHF | 2'167'360 CHF | 99.79% | 99.79% |
13.11.2024 | 0.11% | 9.03 CHF | 9.04 CHF | 250'000 | 250'000 | 250'000 | 249'998 | 2'267'870 CHF | 2'270'360 CHF | 100.00% | 100.00% |
12.11.2024 | 0.11% | 8.99 CHF | 9.00 CHF | 250'000 | 250'000 | 250'000 | 249'997 | 2'251'970 CHF | 2'254'450 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 9.11 CHF | 9.12 CHF | 250'000 | 250'000 | 249'991 | 250'000 | 2'355'780 CHF | 2'358'360 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 9.68 CHF | 9.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'424'300 CHF | 2'426'800 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 9.76 CHF | 9.77 CHF | 250'000 | 250'000 | 249'945 | 249'945 | 2'397'970 CHF | 2'400'470 CHF | 100.00% | 100.00% |