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% | 9.82 CHF | 9.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'418'300 CHF | 2'420'800 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 9.58 CHF | 9.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'410'350 CHF | 2'412'850 CHF | 99.66% | 99.66% |
18.11.2024 | 0.11% | 9.52 CHF | 9.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'349'010 CHF | 2'351'510 CHF | 100.00% | 100.00% |
15.11.2024 | 0.11% | 9.20 CHF | 9.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'291'200 CHF | 2'293'700 CHF | 100.00% | 100.00% |
14.11.2024 | 0.11% | 9.19 CHF | 9.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'264'190 CHF | 2'266'690 CHF | 99.79% | 99.79% |
13.11.2024 | 0.11% | 9.42 CHF | 9.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'366'470 CHF | 2'368'970 CHF | 100.00% | 100.00% |
12.11.2024 | 0.11% | 9.39 CHF | 9.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'350'460 CHF | 2'352'960 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.50 CHF | 9.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'454'090 CHF | 2'456'590 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 10.07 CHF | 10.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'521'620 CHF | 2'524'120 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 10.15 CHF | 10.16 CHF | 250'000 | 250'000 | 249'935 | 249'935 | 2'495'490 CHF | 2'497'990 CHF | 100.00% | 100.00% |