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% | 9.31 CHF | 9.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'290'430 CHF | 2'292'930 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 9.07 CHF | 9.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'282'900 CHF | 2'285'400 CHF | 100.00% | 100.00% |
18.11.2024 | 0.11% | 9.01 CHF | 9.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'220'970 CHF | 2'223'470 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 8.69 CHF | 8.70 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'163'000 CHF | 2'165'500 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 8.68 CHF | 8.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'135'880 CHF | 2'138'380 CHF | 99.79% | 99.79% |
13.11.2024 | 0.11% | 8.91 CHF | 8.92 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'239'150 CHF | 2'241'650 CHF | 100.00% | 100.00% |
12.11.2024 | 0.11% | 8.88 CHF | 8.89 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'223'320 CHF | 2'225'820 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 9.00 CHF | 9.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'327'380 CHF | 2'329'880 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 9.57 CHF | 9.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'395'960 CHF | 2'398'460 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.65 CHF | 9.66 CHF | 250'000 | 250'000 | 249'935 | 249'935 | 2'369'510 CHF | 2'372'010 CHF | 100.00% | 100.00% |