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 | 0.40% | 10.08 CHF | 10.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 252'507 CHF | 253'520 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 10.08 CHF | 10.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 251'859 CHF | 252'860 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 10.10 CHF | 10.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 252'314 CHF | 253'314 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 10.09 CHF | 10.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 252'881 CHF | 253'902 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 10.14 CHF | 10.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 253'112 CHF | 254'135 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 10.10 CHF | 10.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 252'698 CHF | 253'715 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 10.12 CHF | 10.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 253'463 CHF | 254'488 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 10.18 CHF | 10.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 254'566 CHF | 255'591 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 10.14 CHF | 10.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 253'546 CHF | 254'571 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 10.19 CHF | 10.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 254'594 CHF | 255'619 CHF | 100.00% | 100.00% |