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% | 11.06 CHF | 11.07 CHF | 64'700 | 64'700 | 64'459 | 64'459 | 706'098 CHF | 706'743 CHF | 100.00% | 100.00% |
19.11.2024 | 0.09% | 10.96 CHF | 10.97 CHF | 64'300 | 64'300 | 64'962 | 64'962 | 714'409 CHF | 715'059 CHF | 100.00% | 100.00% |
18.11.2024 | 0.09% | 10.87 CHF | 10.88 CHF | 65'400 | 65'400 | 65'883 | 65'883 | 715'507 CHF | 716'166 CHF | 100.00% | 100.00% |
15.11.2024 | 0.09% | 10.86 CHF | 10.87 CHF | 66'300 | 66'300 | 65'819 | 65'819 | 709'375 CHF | 710'033 CHF | 100.00% | 100.00% |
14.11.2024 | 0.09% | 10.79 CHF | 10.80 CHF | 65'500 | 65'500 | 65'620 | 65'620 | 711'600 CHF | 712'257 CHF | 99.91% | 99.91% |
13.11.2024 | 0.09% | 10.95 CHF | 10.96 CHF | 65'700 | 65'700 | 65'277 | 65'277 | 706'834 CHF | 707'487 CHF | 100.00% | 100.00% |
12.11.2024 | 0.09% | 10.88 CHF | 10.89 CHF | 65'000 | 65'000 | 65'301 | 65'301 | 709'602 CHF | 710'255 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 10.82 CHF | 10.83 CHF | 65'500 | 65'500 | 65'862 | 65'862 | 711'804 CHF | 712'462 CHF | 100.00% | 100.00% |
08.11.2024 | 0.09% | 10.79 CHF | 10.80 CHF | 66'200 | 66'200 | 66'924 | 66'924 | 718'549 CHF | 719'219 CHF | 100.00% | 100.00% |
07.11.2024 | 0.09% | 10.63 CHF | 10.64 CHF | 67'400 | 67'400 | 66'198 | 66'198 | 700'382 CHF | 701'044 CHF | 100.00% | 100.00% |