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% | 9.98 CHF | 9.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 989'763 CHF | 990'763 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 9.99 CHF | 10.00 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 1'001'860 CHF | 1'002'880 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 10.12 CHF | 10.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 980'987 CHF | 981'987 CHF | 100.00% | 100.00% |
15.11.2024 | 0.13% | 9.54 CHF | 9.55 CHF | 100'000 | 100'000 | 98'303 | 98'303 | 940'762 CHF | 941'785 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 9.43 CHF | 9.44 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 904'832 CHF | 905'842 CHF | 99.29% | 99.29% |
13.11.2024 | 0.11% | 9.68 CHF | 9.69 CHF | 100'000 | 100'000 | 99'418 | 99'418 | 974'592 CHF | 975'600 CHF | 96.48% | 96.48% |
12.11.2024 | 0.11% | 9.52 CHF | 9.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 943'332 CHF | 944'332 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.42 CHF | 9.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 994'480 CHF | 995'480 CHF | 99.99% | 99.99% |
08.11.2024 | 0.10% | 10.17 CHF | 10.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'027'360 CHF | 1'028'360 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 10.50 CHF | 10.51 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 1'012'830 CHF | 1'013'830 CHF | 99.92% | 99.92% |