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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.09% | 11.50 CHF | 11.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'302'910 CHF | 2'304'910 CHF | 100.00% | 100.00% |
02.12.2024 | 0.09% | 11.34 CHF | 11.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'245'540 CHF | 2'247'540 CHF | 100.00% | 100.00% |
29.11.2024 | 0.09% | 11.20 CHF | 11.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'198'940 CHF | 2'200'940 CHF | 100.00% | 100.00% |
28.11.2024 | 0.09% | 10.99 CHF | 11.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'202'750 CHF | 2'204'750 CHF | 100.00% | 100.00% |
27.11.2024 | 0.09% | 10.87 CHF | 10.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'163'350 CHF | 2'165'350 CHF | 100.00% | 100.00% |
26.11.2024 | 0.09% | 10.98 CHF | 10.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'209'560 CHF | 2'211'560 CHF | 100.00% | 100.00% |
25.11.2024 | 0.09% | 11.21 CHF | 11.22 CHF | 200'000 | 200'000 | 199'852 | 199'852 | 2'242'610 CHF | 2'244'610 CHF | 100.00% | 100.00% |
22.11.2024 | 0.09% | 11.10 CHF | 11.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'193'930 CHF | 2'195'930 CHF | 100.00% | 100.00% |
20.11.2024 | 0.09% | 10.87 CHF | 10.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'207'680 CHF | 2'209'680 CHF | 100.00% | 100.00% |
19.11.2024 | 0.09% | 10.94 CHF | 10.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'177'740 CHF | 2'179'740 CHF | 100.00% | 100.00% |