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% | 9.51 CHF | 9.52 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 143'674 CHF | 143'824 CHF | 95.78% | 95.78% |
19.11.2024 | 0.10% | 9.45 CHF | 9.46 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 143'628 CHF | 143'778 CHF | 99.29% | 99.29% |
18.11.2024 | 0.10% | 9.66 CHF | 9.67 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 146'905 CHF | 147'055 CHF | 68.15% | 68.15% |
15.11.2024 | 0.10% | 9.99 CHF | 10.00 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 150'248 CHF | 150'398 CHF | 98.61% | 98.61% |
14.11.2024 | 0.09% | 10.29 CHF | 10.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 160'319 CHF | 160'469 CHF | 84.01% | 84.01% |
13.11.2024 | 0.09% | 11.01 CHF | 11.02 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 164'547 CHF | 164'697 CHF | 99.38% | 99.38% |
12.11.2024 | 0.09% | 11.00 CHF | 11.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 168'037 CHF | 168'187 CHF | 78.48% | 78.48% |
11.11.2024 | 0.09% | 11.75 CHF | 11.76 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 173'647 CHF | 173'797 CHF | 96.48% | 96.48% |
08.11.2024 | 0.09% | 11.49 CHF | 11.50 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 166'680 CHF | 166'830 CHF | 95.54% | 95.54% |
07.11.2024 | 0.10% | 9.90 CHF | 9.91 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 150'299 CHF | 150'449 CHF | 70.34% | 70.34% |