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 | 0.48% | 10.55 CHF | 10.60 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 314'875 CHF | 316'361 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 10.50 CHF | 10.55 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 312'967 CHF | 314'453 CHF | 100.00% | 100.00% |
18.11.2024 | 0.47% | 10.65 CHF | 10.70 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 315'375 CHF | 316'863 CHF | 100.00% | 100.00% |
15.11.2024 | 0.47% | 10.60 CHF | 10.65 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 320'148 CHF | 321'648 CHF | 83.45% | 83.45% |
14.11.2024 | 0.47% | 10.80 CHF | 10.85 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 319'015 CHF | 320'503 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 10.70 CHF | 10.75 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 317'416 CHF | 318'904 CHF | 99.29% | 99.29% |
12.11.2024 | 0.47% | 10.70 CHF | 10.75 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 320'821 CHF | 322'308 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 10.90 CHF | 10.95 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 324'944 CHF | 326'431 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 10.80 CHF | 10.85 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 321'950 CHF | 323'431 CHF | 100.00% | 100.00% |
07.11.2024 | 0.46% | 10.95 CHF | 11.00 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 325'598 CHF | 327'082 CHF | 100.00% | 100.00% |