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% | 9.54 CHF | 9.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 945'792 CHF | 946'792 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 9.55 CHF | 9.56 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 958'600 CHF | 959'620 CHF | 100.00% | 100.00% |
18.11.2024 | 0.11% | 9.68 CHF | 9.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 936'951 CHF | 937'951 CHF | 100.00% | 100.00% |
15.11.2024 | 0.13% | 9.10 CHF | 9.11 CHF | 100'000 | 100'000 | 98'303 | 98'303 | 897'442 CHF | 898'465 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 8.99 CHF | 9.00 CHF | 100'000 | 100'000 | 99'348 | 99'348 | 861'012 CHF | 862'022 CHF | 99.26% | 99.26% |
13.11.2024 | 0.11% | 9.24 CHF | 9.25 CHF | 100'000 | 100'000 | 99'418 | 99'418 | 931'054 CHF | 932'062 CHF | 96.48% | 96.48% |
12.11.2024 | 0.11% | 9.08 CHF | 9.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 899'605 CHF | 900'605 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 950'881 CHF | 951'881 CHF | 99.99% | 99.99% |
08.11.2024 | 0.10% | 9.73 CHF | 9.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 984'140 CHF | 985'140 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 10.07 CHF | 10.08 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 969'617 CHF | 970'622 CHF | 99.92% | 99.92% |