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 | 0.09% | 10.96 CHF | 10.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'088'040 CHF | 1'089'040 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 10.97 CHF | 10.98 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 1'098'530 CHF | 1'099'550 CHF | 100.00% | 100.00% |
18.11.2024 | 0.09% | 11.10 CHF | 11.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'079'420 CHF | 1'080'420 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 10.53 CHF | 10.54 CHF | 100'000 | 100'000 | 98'303 | 98'303 | 1'037'590 CHF | 1'038'610 CHF | 100.00% | 100.00% |
14.11.2024 | 0.11% | 10.41 CHF | 10.42 CHF | 100'000 | 100'000 | 99'348 | 99'348 | 1'002'770 CHF | 1'003'780 CHF | 99.22% | 99.22% |
13.11.2024 | 0.10% | 10.66 CHF | 10.67 CHF | 100'000 | 100'000 | 99'418 | 99'418 | 1'071'900 CHF | 1'072'910 CHF | 96.48% | 96.48% |
12.11.2024 | 0.10% | 10.49 CHF | 10.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'041'060 CHF | 1'042'060 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 10.39 CHF | 10.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'091'930 CHF | 1'092'930 CHF | 99.99% | 99.99% |
08.11.2024 | 0.09% | 11.13 CHF | 11.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'123'960 CHF | 1'124'960 CHF | 100.00% | 100.00% |
07.11.2024 | 0.09% | 11.47 CHF | 11.48 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 1'109'400 CHF | 1'110'400 CHF | 99.92% | 99.92% |