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 | 0.10% | 9.84 CHF | 9.85 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'424'540 CHF | 2'427'040 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 9.61 CHF | 9.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'416'600 CHF | 2'419'100 CHF | 99.93% | 99.93% |
18.11.2024 | 0.11% | 9.55 CHF | 9.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'355'260 CHF | 2'357'760 CHF | 100.00% | 100.00% |
15.11.2024 | 0.11% | 9.23 CHF | 9.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'297'440 CHF | 2'299'940 CHF | 100.00% | 100.00% |
14.11.2024 | 0.11% | 9.22 CHF | 9.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'270'440 CHF | 2'272'940 CHF | 99.79% | 99.79% |
13.11.2024 | 0.11% | 9.45 CHF | 9.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'372'700 CHF | 2'375'200 CHF | 100.00% | 100.00% |
12.11.2024 | 0.11% | 9.41 CHF | 9.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'356'670 CHF | 2'359'170 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.53 CHF | 9.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'460'290 CHF | 2'462'790 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 10.09 CHF | 10.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'527'760 CHF | 2'530'260 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 10.17 CHF | 10.18 CHF | 250'000 | 250'000 | 249'938 | 249'938 | 2'501'700 CHF | 2'504'200 CHF | 100.00% | 100.00% |