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% | 9.69 CHF | 9.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'971'490 CHF | 1'973'490 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 9.76 CHF | 9.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'941'730 CHF | 1'943'730 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 9.99 CHF | 10.00 CHF | 200'000 | 200'000 | 199'950 | 199'950 | 1'988'180 CHF | 1'990'180 CHF | 99.08% | 99.08% |
15.11.2024 | 0.10% | 10.01 CHF | 10.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'024'160 CHF | 2'026'160 CHF | 100.00% | 100.00% |
14.11.2024 | 0.10% | 10.22 CHF | 10.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'019'340 CHF | 2'021'340 CHF | 99.08% | 99.08% |
13.11.2024 | 0.10% | 9.71 CHF | 9.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'952'120 CHF | 1'954'120 CHF | 100.00% | 100.00% |
12.11.2024 | 0.10% | 9.79 CHF | 9.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'012'280 CHF | 2'014'280 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 10.33 CHF | 10.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'070'430 CHF | 2'072'430 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 10.09 CHF | 10.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'033'590 CHF | 2'035'590 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 10.39 CHF | 10.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'064'860 CHF | 2'066'860 CHF | 99.67% | 99.67% |