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% | 10.39 CHF | 10.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'031'530 CHF | 1'032'530 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 10.40 CHF | 10.41 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 1'042'930 CHF | 1'043'950 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 10.54 CHF | 10.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'022'820 CHF | 1'023'820 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 9.96 CHF | 9.97 CHF | 100'000 | 100'000 | 98'303 | 98'303 | 981'919 CHF | 982'942 CHF | 100.00% | 100.00% |
14.11.2024 | 0.11% | 9.85 CHF | 9.86 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 946'457 CHF | 947'467 CHF | 99.29% | 99.29% |
13.11.2024 | 0.10% | 10.10 CHF | 10.11 CHF | 100'000 | 100'000 | 99'430 | 99'430 | 1'016'000 CHF | 1'017'010 CHF | 98.55% | 98.55% |
12.11.2024 | 0.10% | 9.93 CHF | 9.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 984'872 CHF | 985'872 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.83 CHF | 9.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'035'900 CHF | 1'036'900 CHF | 99.99% | 99.99% |
08.11.2024 | 0.09% | 10.58 CHF | 10.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'068'410 CHF | 1'069'410 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 10.91 CHF | 10.92 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 1'053'880 CHF | 1'054'880 CHF | 99.92% | 99.92% |