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 | 0.11% | 9.11 CHF | 9.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 902'921 CHF | 903'921 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 9.12 CHF | 9.13 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 916'419 CHF | 917'439 CHF | 100.00% | 100.00% |
18.11.2024 | 0.11% | 9.25 CHF | 9.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 894'021 CHF | 895'021 CHF | 100.00% | 100.00% |
15.11.2024 | 0.14% | 8.67 CHF | 8.68 CHF | 100'000 | 100'000 | 98'303 | 98'303 | 855'205 CHF | 856'227 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 8.56 CHF | 8.57 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 818'291 CHF | 819'300 CHF | 99.28% | 99.28% |
13.11.2024 | 0.12% | 8.81 CHF | 8.82 CHF | 100'000 | 100'000 | 99'418 | 99'418 | 888'614 CHF | 889'622 CHF | 96.48% | 96.48% |
12.11.2024 | 0.12% | 8.65 CHF | 8.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 856'980 CHF | 857'980 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 8.56 CHF | 8.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 908'372 CHF | 909'372 CHF | 99.99% | 99.99% |
08.11.2024 | 0.11% | 9.31 CHF | 9.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 942'012 CHF | 943'012 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.65 CHF | 9.66 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 927'498 CHF | 928'503 CHF | 99.92% | 99.92% |