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% | 9.80 CHF | 9.81 CHF | 75'000 | 68'571 | 74'295 | 67'931 | 717'381 CHF | 656'610 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 9.57 CHF | 9.58 CHF | 75'000 | 68'571 | 74'286 | 67'922 | 715'004 CHF | 654'437 CHF | 98.66% | 98.66% |
18.11.2024 | 0.11% | 9.50 CHF | 9.51 CHF | 75'000 | 68'571 | 74'298 | 67'931 | 696'834 CHF | 637'798 CHF | 100.00% | 100.00% |
15.11.2024 | 0.11% | 9.18 CHF | 9.19 CHF | 75'000 | 68'571 | 75'000 | 68'571 | 685'511 CHF | 627'435 CHF | 70.92% | 70.92% |
14.11.2024 | 0.11% | 9.17 CHF | 9.18 CHF | 75'000 | 68'571 | 74'295 | 67'932 | 671'482 CHF | 614'652 CHF | 100.00% | 100.00% |
13.11.2024 | 0.11% | 9.41 CHF | 9.42 CHF | 75'000 | 68'571 | 74'297 | 67'934 | 702'056 CHF | 642'611 CHF | 100.00% | 100.00% |
12.11.2024 | 0.11% | 9.37 CHF | 9.38 CHF | 75'000 | 68'571 | 74'296 | 67'934 | 697'252 CHF | 638'227 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.49 CHF | 9.50 CHF | 75'000 | 68'571 | 74'296 | 67'934 | 728'173 CHF | 666'494 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 10.05 CHF | 10.10 CHF | 75'000 | 68'571 | 74'296 | 67'934 | 746'625 CHF | 686'062 CHF | 100.00% | 100.00% |
07.11.2024 | 0.24% | 10.10 CHF | 10.15 CHF | 75'000 | 68'571 | 74'296 | 67'933 | 739'697 CHF | 677'976 CHF | 100.00% | 100.00% |