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% | 10.55 CHF | 10.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'046'750 CHF | 1'047'750 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 10.56 CHF | 10.57 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 1'057'910 CHF | 1'058'930 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 10.69 CHF | 10.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'038'060 CHF | 1'039'060 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 10.11 CHF | 10.12 CHF | 100'000 | 100'000 | 98'303 | 98'303 | 996'910 CHF | 997'932 CHF | 100.00% | 100.00% |
14.11.2024 | 0.11% | 10.00 CHF | 10.01 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 961'618 CHF | 962'627 CHF | 99.29% | 99.29% |
13.11.2024 | 0.10% | 10.25 CHF | 10.26 CHF | 100'000 | 100'000 | 99'418 | 99'418 | 1'031'020 CHF | 1'032'030 CHF | 96.48% | 96.48% |
12.11.2024 | 0.10% | 10.08 CHF | 10.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 999'996 CHF | 1'001'000 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.98 CHF | 9.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'050'980 CHF | 1'051'980 CHF | 99.99% | 99.99% |
08.11.2024 | 0.09% | 10.73 CHF | 10.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'083'360 CHF | 1'084'360 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 11.06 CHF | 11.07 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 1'068'830 CHF | 1'069'830 CHF | 99.92% | 99.92% |