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% | 10.97 CHF | 10.98 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'982'170 CHF | 4'986'670 CHF | 100.00% | 100.00% |
02.12.2024 | 0.09% | 11.13 CHF | 11.14 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'037'170 CHF | 5'041'670 CHF | 100.00% | 100.00% |
29.11.2024 | 0.09% | 11.20 CHF | 11.21 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'002'340 CHF | 5'006'840 CHF | 100.00% | 100.00% |
28.11.2024 | 0.09% | 11.12 CHF | 11.13 CHF | 225'000 | 225'000 | 400'933 | 400'933 | 4'442'870 CHF | 4'446'880 CHF | 100.00% | 100.00% |
27.11.2024 | 0.09% | 11.16 CHF | 11.17 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'013'960 CHF | 5'018'460 CHF | 100.00% | 100.00% |
26.11.2024 | 0.09% | 10.90 CHF | 10.91 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'949'060 CHF | 4'953'560 CHF | 100.00% | 100.00% |
25.11.2024 | 0.09% | 11.04 CHF | 11.05 CHF | 450'000 | 450'000 | 449'653 | 449'653 | 4'959'090 CHF | 4'963'590 CHF | 100.00% | 100.00% |
22.11.2024 | 0.10% | 10.63 CHF | 10.64 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'682'260 CHF | 4'686'760 CHF | 100.00% | 100.00% |
20.11.2024 | 0.10% | 9.72 CHF | 9.73 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'433'760 CHF | 4'438'260 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 9.71 CHF | 9.72 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'354'230 CHF | 4'358'730 CHF | 100.00% | 100.00% |