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% | 10.56 CHF | 10.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'145'460 CHF | 2'147'460 CHF | 100.00% | 100.00% |
19.11.2024 | 0.09% | 10.63 CHF | 10.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'115'560 CHF | 2'117'560 CHF | 100.00% | 100.00% |
18.11.2024 | 0.09% | 10.87 CHF | 10.88 CHF | 200'000 | 200'000 | 199'930 | 199'930 | 2'162'310 CHF | 2'164'310 CHF | 99.07% | 99.07% |
15.11.2024 | 0.09% | 10.88 CHF | 10.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'198'790 CHF | 2'200'790 CHF | 100.00% | 100.00% |
14.11.2024 | 0.09% | 11.10 CHF | 11.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'193'670 CHF | 2'195'670 CHF | 99.08% | 99.08% |
13.11.2024 | 0.09% | 10.58 CHF | 10.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'126'490 CHF | 2'128'490 CHF | 100.00% | 100.00% |
12.11.2024 | 0.09% | 10.66 CHF | 10.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'186'530 CHF | 2'188'530 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 11.20 CHF | 11.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'244'860 CHF | 2'246'860 CHF | 100.00% | 100.00% |
08.11.2024 | 0.09% | 10.96 CHF | 10.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'208'270 CHF | 2'210'270 CHF | 100.00% | 100.00% |
07.11.2024 | 0.09% | 11.27 CHF | 11.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'240'140 CHF | 2'242'140 CHF | 99.67% | 99.67% |