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% | 10.39 CHF | 10.40 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 156'824 CHF | 156'974 CHF | 95.72% | 95.72% |
19.11.2024 | 0.10% | 10.33 CHF | 10.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 261'271 CHF | 261'521 CHF | 99.29% | 99.29% |
18.11.2024 | 0.09% | 10.54 CHF | 10.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 266'800 CHF | 267'050 CHF | 68.13% | 68.13% |
15.11.2024 | 0.09% | 10.87 CHF | 10.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 272'407 CHF | 272'657 CHF | 98.59% | 98.59% |
14.11.2024 | 0.09% | 11.17 CHF | 11.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 289'158 CHF | 289'408 CHF | 84.02% | 84.02% |
13.11.2024 | 0.08% | 11.89 CHF | 11.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 296'206 CHF | 296'456 CHF | 99.38% | 99.38% |
12.11.2024 | 0.08% | 11.88 CHF | 11.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 302'122 CHF | 302'372 CHF | 84.89% | 84.89% |
11.11.2024 | 0.08% | 12.63 CHF | 12.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 311'380 CHF | 311'630 CHF | 96.47% | 96.47% |
08.11.2024 | 0.08% | 12.37 CHF | 12.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 299'783 CHF | 300'033 CHF | 95.67% | 95.67% |
07.11.2024 | 0.09% | 10.78 CHF | 10.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 272'572 CHF | 272'822 CHF | 70.31% | 70.31% |