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 | 0.12% | 8.74 CHF | 8.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'148'070 CHF | 2'150'570 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.51 CHF | 8.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'140'960 CHF | 2'143'460 CHF | 100.00% | 100.00% |
18.11.2024 | 0.12% | 8.44 CHF | 8.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'078'440 CHF | 2'080'940 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 8.12 CHF | 8.13 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'020'340 CHF | 2'022'840 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 8.11 CHF | 8.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'993'130 CHF | 1'995'630 CHF | 99.91% | 99.91% |
13.11.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'097'400 CHF | 2'099'900 CHF | 100.00% | 100.00% |
12.11.2024 | 0.12% | 8.31 CHF | 8.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'081'750 CHF | 2'084'250 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 8.43 CHF | 8.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'186'140 CHF | 2'188'640 CHF | 100.00% | 100.00% |
08.11.2024 | 0.11% | 9.01 CHF | 9.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'256'050 CHF | 2'258'550 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.09 CHF | 9.10 CHF | 250'000 | 250'000 | 249'935 | 249'935 | 2'229'290 CHF | 2'231'790 CHF | 100.00% | 100.00% |