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% | 10.30 CHF | 10.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 263'673 CHF | 263'923 CHF | 99.39% | 99.39% |
19.11.2024 | 0.10% | 10.59 CHF | 10.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 262'714 CHF | 262'964 CHF | 99.30% | 99.30% |
18.11.2024 | 0.09% | 10.81 CHF | 10.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 268'547 CHF | 268'797 CHF | 99.31% | 99.31% |
15.11.2024 | 0.10% | 10.45 CHF | 10.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 262'727 CHF | 262'977 CHF | 99.39% | 99.39% |
14.11.2024 | 0.10% | 10.52 CHF | 10.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 260'610 CHF | 260'860 CHF | 99.39% | 99.39% |
13.11.2024 | 0.10% | 10.26 CHF | 10.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 259'284 CHF | 259'534 CHF | 99.38% | 99.38% |
12.11.2024 | 0.09% | 10.29 CHF | 10.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 263'768 CHF | 264'018 CHF | 93.74% | 93.74% |
11.11.2024 | 0.09% | 10.74 CHF | 10.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 267'108 CHF | 267'358 CHF | 99.28% | 99.28% |
08.11.2024 | 0.09% | 10.50 CHF | 10.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 264'004 CHF | 264'254 CHF | 99.39% | 99.39% |
07.11.2024 | 0.09% | 10.74 CHF | 10.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 270'929 CHF | 271'179 CHF | 98.85% | 98.85% |