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% | 11.53 CHF | 11.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 291'519 CHF | 291'769 CHF | 99.39% | 99.39% |
19.11.2024 | 0.09% | 11.41 CHF | 11.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 281'886 CHF | 282'136 CHF | 99.26% | 99.26% |
18.11.2024 | 0.09% | 11.36 CHF | 11.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 282'318 CHF | 282'568 CHF | 99.30% | 99.30% |
15.11.2024 | 0.09% | 11.19 CHF | 11.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 283'163 CHF | 283'413 CHF | 99.37% | 99.37% |
14.11.2024 | 0.09% | 11.51 CHF | 11.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 286'840 CHF | 287'090 CHF | 99.34% | 99.34% |
13.11.2024 | 0.09% | 11.40 CHF | 11.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 283'230 CHF | 283'480 CHF | 99.36% | 99.36% |
12.11.2024 | 0.09% | 11.58 CHF | 11.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 290'804 CHF | 291'054 CHF | 99.07% | 99.07% |
11.11.2024 | 0.08% | 11.67 CHF | 11.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 294'780 CHF | 295'030 CHF | 99.22% | 99.22% |
08.11.2024 | 0.09% | 11.69 CHF | 11.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 292'362 CHF | 292'612 CHF | 99.38% | 99.38% |
07.11.2024 | 0.09% | 11.62 CHF | 11.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 286'454 CHF | 286'704 CHF | 99.29% | 99.29% |