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% | 10.77 CHF | 10.78 CHF | 93'500 | 93'500 | 94'159 | 94'159 | 981'736 CHF | 982'678 CHF | 99.44% | 99.44% |
19.11.2024 | 0.10% | 10.02 CHF | 10.03 CHF | 94'600 | 94'600 | 93'156 | 93'156 | 950'991 CHF | 951'922 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 10.25 CHF | 10.26 CHF | 92'200 | 92'200 | 93'875 | 93'875 | 976'802 CHF | 977'741 CHF | 98.77% | 98.77% |
15.11.2024 | 0.10% | 10.53 CHF | 10.54 CHF | 95'000 | 95'000 | 92'867 | 92'867 | 961'110 CHF | 962'039 CHF | 98.67% | 98.67% |
14.11.2024 | 0.09% | 10.28 CHF | 10.29 CHF | 91'500 | 91'500 | 96'782 | 96'782 | 1'027'740 CHF | 1'028'710 CHF | 100.00% | 100.00% |
13.11.2024 | 0.10% | 10.22 CHF | 10.23 CHF | 100'300 | 100'300 | 99'638 | 99'640 | 978'902 CHF | 979'915 CHF | 100.00% | 100.00% |
12.11.2024 | 0.10% | 9.83 CHF | 9.84 CHF | 99'200 | 99'200 | 101'243 | 101'243 | 988'565 CHF | 989'577 CHF | 99.80% | 99.80% |
11.11.2024 | 0.11% | 9.47 CHF | 9.48 CHF | 102'600 | 102'600 | 110'342 | 110'342 | 1'032'640 CHF | 1'033'740 CHF | 99.73% | 99.73% |
08.11.2024 | 0.12% | 8.75 CHF | 8.76 CHF | 115'400 | 115'400 | 115'639 | 115'639 | 976'226 CHF | 977'382 CHF | 99.15% | 99.15% |
07.11.2024 | 0.12% | 8.22 CHF | 8.23 CHF | 115'800 | 115'800 | 110'149 | 110'149 | 925'761 CHF | 926'862 CHF | 99.96% | 99.96% |