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% | 9.35 CHF | 9.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'855'600 CHF | 2'858'600 CHF | 97.92% | 97.92% |
19.11.2024 | 0.11% | 9.42 CHF | 9.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'809'950 CHF | 2'812'950 CHF | 99.98% | 99.98% |
18.11.2024 | 0.10% | 9.65 CHF | 9.66 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'880'070 CHF | 2'883'070 CHF | 99.94% | 99.94% |
15.11.2024 | 0.10% | 9.67 CHF | 9.68 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'934'540 CHF | 2'937'540 CHF | 97.87% | 97.87% |
14.11.2024 | 0.10% | 9.88 CHF | 9.89 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'927'730 CHF | 2'930'730 CHF | 100.00% | 100.00% |
13.11.2024 | 0.11% | 9.37 CHF | 9.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'825'030 CHF | 2'828'030 CHF | 100.00% | 100.00% |
12.11.2024 | 0.10% | 9.44 CHF | 9.45 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'915'640 CHF | 2'918'640 CHF | 99.98% | 99.98% |
11.11.2024 | 0.10% | 9.99 CHF | 10.00 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'003'760 CHF | 3'006'760 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 9.74 CHF | 9.75 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'946'650 CHF | 2'949'650 CHF | 98.38% | 98.38% |
07.11.2024 | 0.10% | 10.05 CHF | 10.06 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'995'450 CHF | 2'998'450 CHF | 94.29% | 94.29% |