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% | 9.82 CHF | 9.83 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 148'306 CHF | 148'456 CHF | 95.72% | 95.72% |
19.11.2024 | 0.10% | 9.76 CHF | 9.77 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 148'251 CHF | 148'401 CHF | 99.28% | 99.28% |
18.11.2024 | 0.10% | 9.97 CHF | 9.98 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 151'547 CHF | 151'697 CHF | 68.12% | 68.12% |
15.11.2024 | 0.10% | 10.30 CHF | 10.31 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 154'836 CHF | 154'986 CHF | 93.41% | 93.41% |
14.11.2024 | 0.09% | 10.60 CHF | 10.61 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 164'959 CHF | 165'109 CHF | 84.01% | 84.01% |
13.11.2024 | 0.09% | 11.32 CHF | 11.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 169'187 CHF | 169'337 CHF | 99.38% | 99.38% |
12.11.2024 | 0.09% | 11.31 CHF | 11.32 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 172'596 CHF | 172'746 CHF | 81.50% | 81.50% |
11.11.2024 | 0.08% | 12.06 CHF | 12.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 178'289 CHF | 178'439 CHF | 96.48% | 96.48% |
08.11.2024 | 0.09% | 11.80 CHF | 11.81 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 171'328 CHF | 171'478 CHF | 95.53% | 95.53% |
07.11.2024 | 0.10% | 10.21 CHF | 10.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 154'962 CHF | 155'112 CHF | 70.33% | 70.33% |