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% | 9.77 CHF | 9.78 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 807'348 CHF | 808'148 CHF | 99.92% | 99.92% |
19.11.2024 | 0.10% | 9.86 CHF | 9.87 CHF | 80'000 | 80'000 | 79'956 | 79'956 | 775'860 CHF | 776'660 CHF | 99.94% | 99.94% |
18.11.2024 | 0.10% | 9.93 CHF | 9.94 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 781'666 CHF | 782'466 CHF | 99.57% | 99.57% |
15.11.2024 | 0.10% | 9.80 CHF | 9.81 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 806'364 CHF | 807'164 CHF | 99.99% | 99.99% |
14.11.2024 | 0.09% | 10.66 CHF | 10.67 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 862'850 CHF | 863'650 CHF | 100.00% | 100.00% |
13.11.2024 | 0.09% | 10.70 CHF | 10.71 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 848'840 CHF | 849'640 CHF | 99.98% | 99.98% |
12.11.2024 | 0.09% | 10.67 CHF | 10.68 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 860'375 CHF | 861'175 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 10.86 CHF | 10.87 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 872'371 CHF | 873'171 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 10.67 CHF | 10.68 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 839'248 CHF | 840'048 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 10.39 CHF | 10.40 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 822'080 CHF | 822'880 CHF | 99.67% | 99.67% |