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% | 10.17 CHF | 10.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'506'730 CHF | 2'509'230 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 9.94 CHF | 9.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'498'580 CHF | 2'501'080 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 9.88 CHF | 9.89 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'437'600 CHF | 2'440'100 CHF | 100.00% | 100.00% |
15.11.2024 | 0.10% | 9.56 CHF | 9.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'379'820 CHF | 2'382'320 CHF | 100.00% | 100.00% |
14.11.2024 | 0.11% | 9.55 CHF | 9.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'352'900 CHF | 2'355'400 CHF | 99.79% | 99.79% |
13.11.2024 | 0.10% | 9.78 CHF | 9.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'454'580 CHF | 2'457'080 CHF | 100.00% | 100.00% |
12.11.2024 | 0.10% | 9.74 CHF | 9.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'438'430 CHF | 2'440'930 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.86 CHF | 9.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'541'810 CHF | 2'544'310 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 10.42 CHF | 10.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'608'560 CHF | 2'611'060 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 10.50 CHF | 10.51 CHF | 250'000 | 250'000 | 249'945 | 249'945 | 2'582'760 CHF | 2'585'260 CHF | 100.00% | 100.00% |