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 | 0.09% | 10.38 CHF | 10.39 CHF | 113'100 | 113'100 | 113'100 | 113'100 | 1'210'490 CHF | 1'211'620 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 10.35 CHF | 10.36 CHF | 108'300 | 108'300 | 108'300 | 108'300 | 1'120'970 CHF | 1'122'050 CHF | 99.98% | 99.98% |
18.11.2024 | 0.09% | 10.99 CHF | 11.00 CHF | 108'800 | 108'800 | 108'800 | 108'800 | 1'180'510 CHF | 1'181'600 CHF | 97.78% | 97.78% |
15.11.2024 | 0.09% | 10.85 CHF | 10.86 CHF | 101'400 | 101'400 | 101'400 | 101'400 | 1'134'170 CHF | 1'135'190 CHF | 100.00% | 100.00% |
14.11.2024 | 0.09% | 11.96 CHF | 11.97 CHF | 104'800 | 104'800 | 104'800 | 104'800 | 1'214'100 CHF | 1'215'150 CHF | 100.00% | 100.00% |
13.11.2024 | 0.09% | 11.37 CHF | 11.38 CHF | 104'500 | 104'500 | 104'500 | 104'500 | 1'178'710 CHF | 1'179'760 CHF | 99.73% | 99.73% |
12.11.2024 | 0.08% | 11.41 CHF | 11.42 CHF | 95'900 | 95'900 | 95'900 | 95'900 | 1'151'920 CHF | 1'152'870 CHF | 100.00% | 100.00% |
11.11.2024 | 0.08% | 12.80 CHF | 12.81 CHF | 100'100 | 100'100 | 100'100 | 100'100 | 1'286'800 CHF | 1'287'800 CHF | 100.00% | 100.00% |
08.11.2024 | 0.08% | 12.13 CHF | 12.14 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 1'167'970 CHF | 1'168'920 CHF | 100.00% | 100.00% |
07.11.2024 | 0.08% | 12.95 CHF | 12.96 CHF | 97'800 | 97'800 | 97'800 | 97'800 | 1'277'870 CHF | 1'278'840 CHF | 99.67% | 99.67% |