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 | 0.60% | 10.31 CHF | 10.38 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 232'927 CHF | 234'322 CHF | 100.00% | 100.00% |
21.08.2024 | 0.60% | 9.76 CHF | 9.82 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 219'629 CHF | 220'956 CHF | 99.96% | 99.96% |
19.11.2024 | 0.60% | 10.27 CHF | 10.34 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 230'660 CHF | 232'054 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 10.26 CHF | 10.32 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 230'139 CHF | 231'528 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 10.30 CHF | 10.36 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 232'596 CHF | 233'991 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 10.43 CHF | 10.49 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 234'333 CHF | 235'749 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 10.40 CHF | 10.46 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 234'304 CHF | 235'720 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 10.50 CHF | 10.56 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 237'080 CHF | 238'499 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 10.56 CHF | 10.62 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 237'322 CHF | 238'748 CHF | 100.00% | 100.00% |
08.11.2024 | 0.60% | 10.44 CHF | 10.50 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 234'200 CHF | 235'614 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 10.37 CHF | 10.43 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 233'157 CHF | 234'554 CHF | 100.00% | 100.00% |