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 | 0.11% | 9.29 CHF | 9.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'890'730 CHF | 1'892'730 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 9.36 CHF | 9.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'861'160 CHF | 1'863'160 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 9.59 CHF | 9.60 CHF | 200'000 | 200'000 | 199'950 | 199'950 | 1'907'400 CHF | 1'909'400 CHF | 99.08% | 99.08% |
15.11.2024 | 0.10% | 9.61 CHF | 9.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'943'230 CHF | 1'945'230 CHF | 100.00% | 100.00% |
14.11.2024 | 0.10% | 9.82 CHF | 9.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'938'500 CHF | 1'940'500 CHF | 99.08% | 99.08% |
13.11.2024 | 0.11% | 9.31 CHF | 9.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'871'230 CHF | 1'873'230 CHF | 100.00% | 100.00% |
12.11.2024 | 0.10% | 9.38 CHF | 9.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'931'550 CHF | 1'933'550 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.92 CHF | 9.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'989'530 CHF | 1'991'530 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 9.68 CHF | 9.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'952'640 CHF | 1'954'640 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 9.99 CHF | 10.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'983'590 CHF | 1'985'590 CHF | 99.67% | 99.67% |