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 | 0.09% | 10.73 CHF | 10.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'646'050 CHF | 2'648'550 CHF | 100.00% | 100.00% |
19.11.2024 | 0.09% | 10.49 CHF | 10.50 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'637'460 CHF | 2'639'960 CHF | 99.66% | 99.66% |
18.11.2024 | 0.10% | 10.43 CHF | 10.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'577'090 CHF | 2'579'590 CHF | 100.00% | 100.00% |
15.11.2024 | 0.10% | 10.11 CHF | 10.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'519'450 CHF | 2'521'950 CHF | 100.00% | 100.00% |
14.11.2024 | 0.10% | 10.10 CHF | 10.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'492'640 CHF | 2'495'140 CHF | 99.79% | 99.79% |
13.11.2024 | 0.10% | 10.33 CHF | 10.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'593'300 CHF | 2'595'800 CHF | 100.00% | 100.00% |
12.11.2024 | 0.10% | 10.29 CHF | 10.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'576'900 CHF | 2'579'400 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 10.41 CHF | 10.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'679'940 CHF | 2'682'440 CHF | 100.00% | 100.00% |
08.11.2024 | 0.09% | 10.97 CHF | 10.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'745'440 CHF | 2'747'940 CHF | 100.00% | 100.00% |
07.11.2024 | 0.09% | 11.04 CHF | 11.05 CHF | 250'000 | 250'000 | 249'935 | 249'935 | 2'719'900 CHF | 2'722'400 CHF | 100.00% | 100.00% |