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% | 9.41 CHF | 9.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'914'950 CHF | 1'916'950 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 9.48 CHF | 9.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'885'340 CHF | 1'887'340 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 9.71 CHF | 9.72 CHF | 200'000 | 200'000 | 199'950 | 199'950 | 1'931'670 CHF | 1'933'670 CHF | 99.08% | 99.08% |
15.11.2024 | 0.10% | 9.73 CHF | 9.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'967'490 CHF | 1'969'490 CHF | 100.00% | 100.00% |
14.11.2024 | 0.10% | 9.94 CHF | 9.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'962'760 CHF | 1'964'760 CHF | 99.08% | 99.08% |
13.11.2024 | 0.11% | 9.43 CHF | 9.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'895'500 CHF | 1'897'500 CHF | 100.00% | 100.00% |
12.11.2024 | 0.10% | 9.51 CHF | 9.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'955'820 CHF | 1'957'820 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 10.04 CHF | 10.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'013'830 CHF | 2'015'830 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 9.80 CHF | 9.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'976'890 CHF | 1'978'890 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 10.11 CHF | 10.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'007'980 CHF | 2'009'980 CHF | 99.67% | 99.67% |