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% | 9.98 CHF | 9.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'030'190 CHF | 2'032'190 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 10.05 CHF | 10.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'000'450 CHF | 2'002'450 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 10.29 CHF | 10.30 CHF | 200'000 | 200'000 | 199'950 | 199'950 | 2'047'100 CHF | 2'049'100 CHF | 99.08% | 99.08% |
15.11.2024 | 0.10% | 10.31 CHF | 10.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'083'180 CHF | 2'085'180 CHF | 100.00% | 100.00% |
14.11.2024 | 0.10% | 10.52 CHF | 10.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'078'170 CHF | 2'080'170 CHF | 99.08% | 99.08% |
13.11.2024 | 0.10% | 10.01 CHF | 10.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'010'970 CHF | 2'012'970 CHF | 100.00% | 100.00% |
12.11.2024 | 0.10% | 10.08 CHF | 10.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'071'170 CHF | 2'073'170 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 10.62 CHF | 10.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'129'350 CHF | 2'131'350 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 10.38 CHF | 10.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'092'590 CHF | 2'094'590 CHF | 100.00% | 100.00% |
07.11.2024 | 0.09% | 10.69 CHF | 10.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'124'070 CHF | 2'126'070 CHF | 99.67% | 99.67% |