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% | 11.14 CHF | 11.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'748'820 CHF | 2'751'320 CHF | 100.00% | 100.00% |
19.11.2024 | 0.09% | 10.90 CHF | 10.91 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'739'920 CHF | 2'742'420 CHF | 99.65% | 99.65% |
18.11.2024 | 0.09% | 10.84 CHF | 10.85 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'680'020 CHF | 2'682'520 CHF | 100.00% | 100.00% |
15.11.2024 | 0.10% | 10.53 CHF | 10.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'622'420 CHF | 2'624'920 CHF | 100.00% | 100.00% |
14.11.2024 | 0.10% | 10.51 CHF | 10.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'595'700 CHF | 2'598'200 CHF | 99.79% | 99.79% |
13.11.2024 | 0.09% | 10.74 CHF | 10.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'695'670 CHF | 2'698'170 CHF | 100.00% | 100.00% |
12.11.2024 | 0.09% | 10.70 CHF | 10.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'679'110 CHF | 2'681'610 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 10.82 CHF | 10.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'781'830 CHF | 2'784'330 CHF | 100.00% | 100.00% |
08.11.2024 | 0.09% | 11.37 CHF | 11.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'846'460 CHF | 2'848'960 CHF | 100.00% | 100.00% |
07.11.2024 | 0.09% | 11.45 CHF | 11.46 CHF | 250'000 | 250'000 | 249'935 | 249'935 | 2'821'180 CHF | 2'823'680 CHF | 100.00% | 100.00% |