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 | 0.10% | 9.63 CHF | 9.64 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 192'869 CHF | 193'067 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 9.59 CHF | 9.60 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 190'355 CHF | 190'553 CHF | 99.31% | 99.31% |
18.11.2024 | 0.10% | 9.82 CHF | 9.83 CHF | 20'000 | 20'000 | 19'813 | 19'811 | 193'838 CHF | 194'020 CHF | 100.00% | 100.00% |
15.11.2024 | 0.10% | 9.80 CHF | 9.81 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 198'178 CHF | 198'378 CHF | 72.92% | 72.92% |
14.11.2024 | 0.33% | 10.15 CHF | 10.20 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 198'375 CHF | 199'020 CHF | 100.00% | 100.00% |
13.11.2024 | 0.10% | 9.94 CHF | 9.95 CHF | 20'000 | 20'000 | 19'810 | 19'810 | 196'578 CHF | 196'782 CHF | 98.47% | 98.47% |
12.11.2024 | 0.49% | 9.98 CHF | 9.99 CHF | 20'000 | 20'000 | 19'812 | 19'811 | 200'905 CHF | 201'856 CHF | 99.39% | 99.39% |
11.11.2024 | 0.48% | 10.40 CHF | 10.45 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 206'200 CHF | 207'192 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 10.15 CHF | 10.20 CHF | 20'000 | 20'000 | 19'813 | 19'811 | 202'543 CHF | 203'520 CHF | 100.00% | 100.00% |
07.11.2024 | 0.48% | 10.45 CHF | 10.50 CHF | 20'000 | 20'000 | 19'813 | 19'811 | 207'408 CHF | 208'385 CHF | 100.00% | 100.00% |