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 | 0.19% | 10.49 CHF | 10.51 CHF | 54'900 | 54'900 | 54'659 | 54'659 | 566'128 CHF | 567'221 CHF | 100.00% | 100.00% |
19.11.2024 | 0.19% | 10.37 CHF | 10.39 CHF | 54'500 | 54'500 | 55'162 | 55'162 | 574'154 CHF | 575'257 CHF | 100.00% | 100.00% |
18.11.2024 | 0.19% | 10.25 CHF | 10.27 CHF | 55'600 | 55'600 | 56'143 | 56'143 | 575'302 CHF | 576'425 CHF | 100.00% | 100.00% |
15.11.2024 | 0.20% | 10.25 CHF | 10.27 CHF | 56'500 | 56'500 | 56'019 | 56'019 | 568'586 CHF | 569'706 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 10.16 CHF | 10.18 CHF | 55'700 | 55'700 | 55'820 | 55'820 | 570'936 CHF | 572'053 CHF | 99.91% | 99.91% |
13.11.2024 | 0.20% | 10.35 CHF | 10.37 CHF | 55'900 | 55'900 | 55'417 | 55'417 | 565'768 CHF | 566'876 CHF | 100.00% | 100.00% |
12.11.2024 | 0.19% | 10.27 CHF | 10.29 CHF | 55'100 | 55'100 | 55'462 | 55'462 | 568'752 CHF | 569'861 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 10.20 CHF | 10.22 CHF | 55'700 | 55'700 | 56'122 | 56'122 | 571'632 CHF | 572'754 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 10.17 CHF | 10.19 CHF | 56'400 | 56'400 | 57'124 | 57'124 | 577'067 CHF | 578'209 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 9.97 CHF | 9.99 CHF | 57'600 | 57'600 | 56'398 | 56'398 | 559'360 CHF | 560'488 CHF | 100.00% | 100.00% |