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% | 10.99 CHF | 11.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 818'494 CHF | 819'244 CHF | 100.00% | 100.00% |
19.11.2024 | 0.09% | 11.01 CHF | 11.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 837'960 CHF | 838'709 CHF | 100.00% | 100.00% |
18.11.2024 | 0.09% | 11.14 CHF | 11.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 812'211 CHF | 812'961 CHF | 100.00% | 100.00% |
15.11.2024 | 0.09% | 10.56 CHF | 10.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 793'918 CHF | 794'668 CHF | 100.00% | 100.00% |
14.11.2024 | 0.10% | 10.45 CHF | 10.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 759'748 CHF | 760'498 CHF | 99.79% | 99.79% |
13.11.2024 | 0.09% | 10.69 CHF | 10.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 811'068 CHF | 811'818 CHF | 100.00% | 100.00% |
12.11.2024 | 0.10% | 10.53 CHF | 10.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 783'534 CHF | 784'284 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 10.43 CHF | 10.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 821'438 CHF | 822'188 CHF | 100.00% | 100.00% |
08.11.2024 | 0.09% | 11.17 CHF | 11.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 845'782 CHF | 846'532 CHF | 100.00% | 100.00% |
07.11.2024 | 0.09% | 11.50 CHF | 11.51 CHF | 75'000 | 75'000 | 74'997 | 74'997 | 837'277 CHF | 838'027 CHF | 99.46% | 99.46% |