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% | 10.48 CHF | 10.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'583'620 CHF | 2'586'120 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 10.24 CHF | 10.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'575'230 CHF | 2'577'730 CHF | 99.93% | 99.93% |
18.11.2024 | 0.10% | 10.18 CHF | 10.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'514'570 CHF | 2'517'070 CHF | 100.00% | 100.00% |
15.11.2024 | 0.10% | 9.86 CHF | 9.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'456'890 CHF | 2'459'390 CHF | 100.00% | 100.00% |
14.11.2024 | 0.10% | 9.85 CHF | 9.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'430'030 CHF | 2'432'530 CHF | 99.79% | 99.79% |
13.11.2024 | 0.10% | 10.08 CHF | 10.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'531'130 CHF | 2'533'630 CHF | 100.00% | 100.00% |
12.11.2024 | 0.10% | 10.05 CHF | 10.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'514'820 CHF | 2'517'320 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 10.16 CHF | 10.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'618'020 CHF | 2'620'520 CHF | 100.00% | 100.00% |
08.11.2024 | 0.09% | 10.72 CHF | 10.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'684'110 CHF | 2'686'610 CHF | 100.00% | 100.00% |
07.11.2024 | 0.09% | 10.80 CHF | 10.81 CHF | 250'000 | 250'000 | 249'935 | 249'935 | 2'658'440 CHF | 2'660'940 CHF | 100.00% | 100.00% |