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% | 10.43 CHF | 10.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'121'280 CHF | 2'123'280 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 10.51 CHF | 10.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'091'390 CHF | 2'093'390 CHF | 100.00% | 100.00% |
18.11.2024 | 0.09% | 10.75 CHF | 10.76 CHF | 200'000 | 200'000 | 199'950 | 199'950 | 2'138'240 CHF | 2'140'240 CHF | 99.07% | 99.07% |
15.11.2024 | 0.09% | 10.76 CHF | 10.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'174'490 CHF | 2'176'490 CHF | 100.00% | 100.00% |
14.11.2024 | 0.09% | 10.97 CHF | 10.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'169'440 CHF | 2'171'440 CHF | 99.08% | 99.08% |
13.11.2024 | 0.10% | 10.46 CHF | 10.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'102'240 CHF | 2'104'240 CHF | 100.00% | 100.00% |
12.11.2024 | 0.09% | 10.54 CHF | 10.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'162'290 CHF | 2'164'290 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 11.08 CHF | 11.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'220'600 CHF | 2'222'600 CHF | 100.00% | 100.00% |
08.11.2024 | 0.09% | 10.84 CHF | 10.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'183'930 CHF | 2'185'930 CHF | 100.00% | 100.00% |
07.11.2024 | 0.09% | 11.15 CHF | 11.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'215'760 CHF | 2'217'760 CHF | 99.67% | 99.67% |