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% | 11.49 CHF | 11.50 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'834'800 CHF | 2'837'300 CHF | 100.00% | 100.00% |
19.11.2024 | 0.09% | 11.24 CHF | 11.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'825'680 CHF | 2'828'180 CHF | 100.00% | 100.00% |
18.11.2024 | 0.09% | 11.19 CHF | 11.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'766'140 CHF | 2'768'640 CHF | 100.00% | 100.00% |
15.11.2024 | 0.09% | 10.87 CHF | 10.88 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'708'670 CHF | 2'711'170 CHF | 100.00% | 100.00% |
14.11.2024 | 0.09% | 10.86 CHF | 10.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'681'980 CHF | 2'684'480 CHF | 99.91% | 99.91% |
13.11.2024 | 0.09% | 11.08 CHF | 11.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'781'280 CHF | 2'783'780 CHF | 100.00% | 100.00% |
12.11.2024 | 0.09% | 11.04 CHF | 11.05 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'764'610 CHF | 2'767'110 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 11.16 CHF | 11.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'867'120 CHF | 2'869'620 CHF | 100.00% | 100.00% |
08.11.2024 | 0.09% | 11.71 CHF | 11.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'930'970 CHF | 2'933'470 CHF | 100.00% | 100.00% |
07.11.2024 | 0.09% | 11.79 CHF | 11.80 CHF | 250'000 | 250'000 | 249'937 | 249'937 | 2'905'940 CHF | 2'908'440 CHF | 100.00% | 100.00% |