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% | 9.88 CHF | 9.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 735'526 CHF | 736'276 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 9.89 CHF | 9.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 754'545 CHF | 755'295 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 10.03 CHF | 10.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 729'073 CHF | 729'823 CHF | 100.00% | 100.00% |
15.11.2024 | 0.11% | 9.45 CHF | 9.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 710'662 CHF | 711'412 CHF | 100.00% | 100.00% |
14.11.2024 | 0.11% | 9.34 CHF | 9.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 676'406 CHF | 677'155 CHF | 99.79% | 99.79% |
13.11.2024 | 0.10% | 9.59 CHF | 9.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 728'310 CHF | 729'060 CHF | 100.00% | 100.00% |
12.11.2024 | 0.11% | 9.43 CHF | 9.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 700'874 CHF | 701'624 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.33 CHF | 9.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 738'995 CHF | 739'745 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 10.08 CHF | 10.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 763'996 CHF | 764'746 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 10.41 CHF | 10.42 CHF | 75'000 | 75'000 | 74'997 | 74'997 | 755'249 CHF | 755'999 CHF | 99.46% | 99.46% |