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% | 9.43 CHF | 9.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 483'696 CHF | 484'196 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 9.46 CHF | 9.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 466'213 CHF | 466'713 CHF | 100.00% | 100.00% |
18.11.2024 | 0.11% | 9.50 CHF | 9.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 468'834 CHF | 469'334 CHF | 99.58% | 99.58% |
15.11.2024 | 0.10% | 9.42 CHF | 9.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 482'080 CHF | 482'580 CHF | 100.00% | 100.00% |
14.11.2024 | 0.10% | 10.11 CHF | 10.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 511'141 CHF | 511'641 CHF | 100.00% | 100.00% |
13.11.2024 | 0.10% | 10.14 CHF | 10.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 503'966 CHF | 504'466 CHF | 100.00% | 100.00% |
12.11.2024 | 0.10% | 10.13 CHF | 10.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 509'925 CHF | 510'425 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 10.27 CHF | 10.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 515'828 CHF | 516'328 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 10.09 CHF | 10.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 495'293 CHF | 495'793 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 9.82 CHF | 9.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 486'360 CHF | 486'860 CHF | 99.67% | 99.67% |