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% | 9.99 CHF | 10.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 990'807 CHF | 991'807 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 10.00 CHF | 10.01 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 1'002'890 CHF | 1'003'910 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 10.13 CHF | 10.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 982'036 CHF | 983'036 CHF | 100.00% | 100.00% |
15.11.2024 | 0.13% | 9.55 CHF | 9.56 CHF | 100'000 | 100'000 | 98'303 | 98'303 | 941'793 CHF | 942'815 CHF | 99.99% | 99.99% |
14.11.2024 | 0.12% | 9.44 CHF | 9.45 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 905'874 CHF | 906'884 CHF | 99.30% | 99.30% |
13.11.2024 | 0.11% | 9.69 CHF | 9.70 CHF | 100'000 | 100'000 | 99'418 | 99'418 | 975'628 CHF | 976'637 CHF | 96.48% | 96.48% |
12.11.2024 | 0.11% | 9.53 CHF | 9.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 944'372 CHF | 945'372 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.43 CHF | 9.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 995'511 CHF | 996'511 CHF | 99.99% | 99.99% |
08.11.2024 | 0.10% | 10.18 CHF | 10.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'028'390 CHF | 1'029'390 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 10.51 CHF | 10.52 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 1'013'850 CHF | 1'014'860 CHF | 99.92% | 99.92% |