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 | 0.80% | 10.30 CHF | 10.39 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 206'763 CHF | 208'423 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 10.29 CHF | 10.37 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 205'895 CHF | 207'550 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 10.39 CHF | 10.47 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 208'058 CHF | 209'732 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 10.42 CHF | 10.51 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 209'359 CHF | 211'039 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 10.62 CHF | 10.71 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 212'489 CHF | 214'194 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 10.61 CHF | 10.69 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 211'996 CHF | 213'696 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 10.67 CHF | 10.76 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 214'461 CHF | 216'181 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 10.76 CHF | 10.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 213'874 CHF | 215'594 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 10.59 CHF | 10.67 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 211'366 CHF | 213'066 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 10.51 CHF | 10.59 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 211'191 CHF | 212'888 CHF | 100.00% | 100.00% |