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% | 10.60 CHF | 10.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'052'400 CHF | 1'053'400 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 10.61 CHF | 10.62 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 1'063'460 CHF | 1'064'480 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 10.75 CHF | 10.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'043'720 CHF | 1'044'720 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 10.17 CHF | 10.18 CHF | 100'000 | 100'000 | 98'303 | 98'303 | 1'002'480 CHF | 1'003'510 CHF | 100.00% | 100.00% |
14.11.2024 | 0.11% | 10.05 CHF | 10.06 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 967'253 CHF | 968'263 CHF | 99.28% | 99.28% |
13.11.2024 | 0.10% | 10.31 CHF | 10.32 CHF | 100'000 | 100'000 | 99'418 | 99'418 | 1'036'610 CHF | 1'037'620 CHF | 96.48% | 96.48% |
12.11.2024 | 0.10% | 10.14 CHF | 10.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'005'620 CHF | 1'006'620 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 10.04 CHF | 10.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'056'590 CHF | 1'057'590 CHF | 99.99% | 99.99% |
08.11.2024 | 0.09% | 10.78 CHF | 10.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'088'930 CHF | 1'089'930 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 11.12 CHF | 11.13 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 1'074'370 CHF | 1'075'370 CHF | 99.92% | 99.92% |