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% | 8.49 CHF | 8.50 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'086'340 CHF | 2'088'840 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.26 CHF | 8.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'079'460 CHF | 2'081'960 CHF | 100.00% | 100.00% |
18.11.2024 | 0.12% | 8.19 CHF | 8.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'016'550 CHF | 2'019'050 CHF | 100.00% | 100.00% |
15.11.2024 | 0.13% | 7.87 CHF | 7.88 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'958'500 CHF | 1'961'000 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 7.86 CHF | 7.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'931'210 CHF | 1'933'710 CHF | 99.79% | 99.79% |
13.11.2024 | 0.12% | 8.10 CHF | 8.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'035'920 CHF | 2'038'420 CHF | 100.00% | 100.00% |
12.11.2024 | 0.12% | 8.07 CHF | 8.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'020'390 CHF | 2'022'890 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 8.19 CHF | 8.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'125'020 CHF | 2'127'520 CHF | 100.00% | 100.00% |
08.11.2024 | 0.11% | 8.76 CHF | 8.77 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'195'410 CHF | 2'197'910 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 8.84 CHF | 8.85 CHF | 250'000 | 250'000 | 249'944 | 249'944 | 2'168'510 CHF | 2'171'010 CHF | 100.00% | 100.00% |