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% | 8.99 CHF | 9.00 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'210'160 CHF | 2'212'660 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 8.75 CHF | 8.76 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'202'900 CHF | 2'205'400 CHF | 99.93% | 99.93% |
18.11.2024 | 0.12% | 8.69 CHF | 8.70 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'140'600 CHF | 2'143'090 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 8.37 CHF | 8.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'082'570 CHF | 2'085'070 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 8.36 CHF | 8.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'055'400 CHF | 2'057'900 CHF | 99.79% | 99.79% |
13.11.2024 | 0.12% | 8.59 CHF | 8.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'159'220 CHF | 2'161'720 CHF | 100.00% | 100.00% |
12.11.2024 | 0.12% | 8.56 CHF | 8.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'143'510 CHF | 2'146'010 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 8.68 CHF | 8.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'247'750 CHF | 2'250'250 CHF | 100.00% | 100.00% |
08.11.2024 | 0.11% | 9.25 CHF | 9.26 CHF | 250'000 | 250'000 | 250'000 | 249'998 | 2'317'090 CHF | 2'319'570 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.33 CHF | 9.34 CHF | 250'000 | 250'000 | 249'935 | 249'935 | 2'290'410 CHF | 2'292'910 CHF | 100.00% | 100.00% |