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 | 0.50% | 10.10 CHF | 10.15 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 200'703 CHF | 201'694 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 10.00 CHF | 10.05 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 199'441 CHF | 200'400 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 9.99 CHF | 10.00 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 196'250 CHF | 196'447 CHF | 100.00% | 100.00% |
15.11.2024 | 0.10% | 9.73 CHF | 9.74 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 193'818 CHF | 194'018 CHF | 78.21% | 78.21% |
14.11.2024 | 0.11% | 9.66 CHF | 9.67 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 188'717 CHF | 188'915 CHF | 100.00% | 100.00% |
13.11.2024 | 0.11% | 9.63 CHF | 9.64 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 190'475 CHF | 190'674 CHF | 99.64% | 99.64% |
12.11.2024 | 0.10% | 9.55 CHF | 9.56 CHF | 20'000 | 20'000 | 19'814 | 19'812 | 191'577 CHF | 191'761 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.80 CHF | 9.81 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 195'301 CHF | 195'497 CHF | 100.00% | 100.00% |
08.11.2024 | 0.11% | 9.40 CHF | 9.41 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 186'247 CHF | 186'443 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.52 CHF | 9.53 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 188'463 CHF | 188'661 CHF | 100.00% | 100.00% |