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% | 11.29 CHF | 11.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'120'690 CHF | 1'121'690 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 11.29 CHF | 11.30 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 1'130'630 CHF | 1'131'650 CHF | 100.00% | 100.00% |
18.11.2024 | 0.09% | 11.43 CHF | 11.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'112'110 CHF | 1'113'110 CHF | 100.00% | 100.00% |
15.11.2024 | 0.11% | 10.85 CHF | 10.86 CHF | 100'000 | 100'000 | 98'303 | 98'303 | 1'069'770 CHF | 1'070'790 CHF | 100.00% | 100.00% |
14.11.2024 | 0.10% | 10.74 CHF | 10.75 CHF | 100'000 | 100'000 | 99'349 | 99'349 | 1'035'300 CHF | 1'036'310 CHF | 99.29% | 99.29% |
13.11.2024 | 0.10% | 10.99 CHF | 11.00 CHF | 100'000 | 100'000 | 99'418 | 99'418 | 1'104'230 CHF | 1'105'240 CHF | 96.48% | 96.48% |
12.11.2024 | 0.09% | 10.82 CHF | 10.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'073'530 CHF | 1'074'530 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 10.72 CHF | 10.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'124'300 CHF | 1'125'300 CHF | 99.99% | 99.99% |
08.11.2024 | 0.09% | 11.46 CHF | 11.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'156'050 CHF | 1'157'050 CHF | 100.00% | 100.00% |
07.11.2024 | 0.09% | 11.79 CHF | 11.80 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 1'141'480 CHF | 1'142'490 CHF | 99.92% | 99.92% |