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% | 9.95 CHF | 9.96 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 150'281 CHF | 150'431 CHF | 95.78% | 95.78% |
19.11.2024 | 0.10% | 9.89 CHF | 9.90 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 150'227 CHF | 150'377 CHF | 99.29% | 99.29% |
18.11.2024 | 0.10% | 10.10 CHF | 10.11 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 153'522 CHF | 153'672 CHF | 68.12% | 68.12% |
15.11.2024 | 0.10% | 10.43 CHF | 10.44 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 156'884 CHF | 157'034 CHF | 98.61% | 98.61% |
14.11.2024 | 0.09% | 10.73 CHF | 10.74 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 166'876 CHF | 167'026 CHF | 84.66% | 84.66% |
13.11.2024 | 0.09% | 11.45 CHF | 11.46 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 171'166 CHF | 171'316 CHF | 99.39% | 99.39% |
12.11.2024 | 0.09% | 11.44 CHF | 11.45 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 174'807 CHF | 174'957 CHF | 80.39% | 80.39% |
11.11.2024 | 0.08% | 12.19 CHF | 12.20 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 180'273 CHF | 180'423 CHF | 96.48% | 96.48% |
08.11.2024 | 0.09% | 11.93 CHF | 11.94 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 173'398 CHF | 173'548 CHF | 91.98% | 91.98% |
07.11.2024 | 0.10% | 10.34 CHF | 10.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 156'953 CHF | 157'103 CHF | 70.32% | 70.32% |