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% | 9.61 CHF | 9.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 246'263 CHF | 246'513 CHF | 99.39% | 99.39% |
19.11.2024 | 0.10% | 9.89 CHF | 9.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 245'323 CHF | 245'573 CHF | 99.30% | 99.30% |
18.11.2024 | 0.10% | 10.11 CHF | 10.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 251'097 CHF | 251'347 CHF | 99.29% | 99.29% |
15.11.2024 | 0.10% | 9.75 CHF | 9.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 245'254 CHF | 245'504 CHF | 99.38% | 99.38% |
14.11.2024 | 0.10% | 9.82 CHF | 9.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 243'161 CHF | 243'411 CHF | 99.39% | 99.39% |
13.11.2024 | 0.10% | 9.57 CHF | 9.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 241'835 CHF | 242'085 CHF | 99.37% | 99.37% |
12.11.2024 | 0.10% | 9.78 CHF | 9.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 246'790 CHF | 247'040 CHF | 86.34% | 86.34% |
11.11.2024 | 0.10% | 10.04 CHF | 10.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 249'650 CHF | 249'900 CHF | 99.27% | 99.27% |
08.11.2024 | 0.10% | 9.80 CHF | 9.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 246'520 CHF | 246'770 CHF | 99.39% | 99.39% |
07.11.2024 | 0.10% | 10.04 CHF | 10.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 253'375 CHF | 253'625 CHF | 98.84% | 98.84% |