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 | 0.46% | 10.75 CHF | 10.80 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 322'259 CHF | 323'747 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 10.70 CHF | 10.75 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 318'594 CHF | 320'080 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 10.95 CHF | 11.00 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 323'808 CHF | 325'296 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 10.90 CHF | 10.95 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 330'350 CHF | 331'850 CHF | 83.46% | 83.46% |
14.11.2024 | 0.45% | 11.25 CHF | 11.30 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 331'014 CHF | 332'500 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 11.05 CHF | 11.10 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 327'967 CHF | 329'455 CHF | 99.30% | 99.30% |
12.11.2024 | 0.45% | 11.10 CHF | 11.15 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 334'934 CHF | 336'422 CHF | 100.00% | 100.00% |
11.11.2024 | 0.44% | 11.50 CHF | 11.55 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 342'889 CHF | 344'377 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 11.30 CHF | 11.35 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 337'442 CHF | 338'926 CHF | 100.00% | 100.00% |
07.11.2024 | 0.43% | 11.55 CHF | 11.60 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 344'683 CHF | 346'166 CHF | 100.00% | 100.00% |