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% | 9.65 CHF | 9.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 976'835 CHF | 977'835 CHF | 99.96% | 99.96% |
19.11.2024 | 0.10% | 9.68 CHF | 9.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 963'386 CHF | 964'386 CHF | 99.88% | 99.88% |
18.11.2024 | 0.10% | 9.85 CHF | 9.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 984'908 CHF | 985'908 CHF | 99.96% | 99.96% |
15.11.2024 | 0.10% | 9.88 CHF | 9.89 CHF | 100'000 | 100'000 | 99'433 | 99'433 | 987'204 CHF | 988'201 CHF | 99.99% | 99.99% |
14.11.2024 | 0.10% | 9.96 CHF | 9.97 CHF | 100'000 | 100'000 | 99'946 | 99'946 | 991'305 CHF | 992'305 CHF | 99.20% | 99.20% |
13.11.2024 | 0.10% | 9.65 CHF | 9.66 CHF | 100'000 | 100'000 | 99'744 | 99'744 | 968'458 CHF | 969'456 CHF | 96.85% | 96.85% |
12.11.2024 | 0.10% | 9.72 CHF | 9.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 992'626 CHF | 993'626 CHF | 99.89% | 99.89% |
11.11.2024 | 0.10% | 10.15 CHF | 10.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'015'690 CHF | 1'016'690 CHF | 99.97% | 99.97% |
08.11.2024 | 0.10% | 9.92 CHF | 9.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 995'619 CHF | 996'619 CHF | 99.98% | 99.98% |
07.11.2024 | 0.10% | 10.12 CHF | 10.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'006'350 CHF | 1'007'350 CHF | 99.91% | 99.91% |