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 | 0.22% | 9.62 CHF | 9.64 CHF | 190'000 | 190'000 | 187'504 | 187'504 | 1'824'450 CHF | 1'828'230 CHF | 100.00% | 100.00% |
02.12.2024 | 0.21% | 9.79 CHF | 9.81 CHF | 190'000 | 190'000 | 187'506 | 187'506 | 1'848'090 CHF | 1'851'870 CHF | 100.00% | 100.00% |
29.11.2024 | 0.22% | 9.84 CHF | 9.86 CHF | 200'000 | 200'000 | 197'375 | 197'375 | 1'931'170 CHF | 1'935'140 CHF | 100.00% | 100.00% |
28.11.2024 | 0.22% | 9.79 CHF | 9.81 CHF | 100'000 | 100'000 | 176'447 | 176'447 | 1'721'800 CHF | 1'725'350 CHF | 100.00% | 100.00% |
27.11.2024 | 0.22% | 9.81 CHF | 9.83 CHF | 190'000 | 190'000 | 187'501 | 187'501 | 1'835'780 CHF | 1'839'550 CHF | 100.00% | 100.00% |
26.11.2024 | 0.22% | 9.58 CHF | 9.60 CHF | 190'000 | 190'000 | 187'505 | 187'505 | 1'814'050 CHF | 1'817'820 CHF | 100.00% | 100.00% |
25.11.2024 | 0.22% | 9.72 CHF | 9.74 CHF | 200'000 | 200'000 | 197'371 | 197'371 | 1'906'560 CHF | 1'910'530 CHF | 100.00% | 100.00% |
22.11.2024 | 0.23% | 9.29 CHF | 9.31 CHF | 200'000 | 200'000 | 197'370 | 197'370 | 1'792'050 CHF | 1'796'020 CHF | 100.00% | 100.00% |
20.11.2024 | 0.25% | 8.47 CHF | 8.49 CHF | 200'000 | 200'000 | 197'377 | 197'377 | 1'693'840 CHF | 1'697'810 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 8.44 CHF | 8.46 CHF | 200'000 | 200'000 | 197'366 | 197'366 | 1'656'140 CHF | 1'660'120 CHF | 100.00% | 100.00% |