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 | 0.15% | 10.09 CHF | 10.10 CHF | 82'000 | 82'000 | 40'053 | 40'053 | 409'411 CHF | 409'964 CHF | 99.89% | 99.89% |
19.11.2024 | 0.15% | 10.13 CHF | 10.14 CHF | 82'000 | 82'000 | 40'111 | 40'111 | 407'368 CHF | 407'922 CHF | 99.99% | 99.99% |
18.11.2024 | 0.15% | 10.33 CHF | 10.34 CHF | 81'000 | 81'000 | 39'437 | 39'437 | 400'654 CHF | 401'206 CHF | 99.66% | 99.66% |
15.11.2024 | 0.15% | 9.96 CHF | 9.97 CHF | 83'000 | 83'000 | 40'285 | 40'285 | 406'676 CHF | 407'232 CHF | 99.98% | 99.98% |
14.11.2024 | 0.15% | 10.31 CHF | 10.32 CHF | 81'000 | 81'000 | 38'549 | 38'549 | 401'083 CHF | 401'612 CHF | 99.95% | 99.95% |
13.11.2024 | 0.15% | 10.48 CHF | 10.49 CHF | 80'000 | 80'000 | 38'781 | 38'781 | 409'963 CHF | 410'499 CHF | 100.00% | 100.00% |
12.11.2024 | 0.14% | 10.66 CHF | 10.67 CHF | 79'000 | 79'000 | 37'760 | 37'760 | 407'783 CHF | 408'303 CHF | 99.99% | 99.99% |
11.11.2024 | 0.14% | 10.89 CHF | 10.90 CHF | 77'000 | 77'000 | 37'181 | 37'181 | 405'468 CHF | 405'979 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 11.03 CHF | 11.04 CHF | 77'000 | 77'000 | 36'576 | 36'576 | 403'393 CHF | 403'895 CHF | 99.74% | 99.74% |
07.11.2024 | 0.14% | 10.91 CHF | 10.92 CHF | 77'000 | 77'000 | 38'173 | 38'173 | 413'532 CHF | 414'062 CHF | 99.95% | 99.95% |