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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.10% | 9.95 CHF | 9.96 CHF | 120'000 | 120'000 | 47'505 | 47'505 | 471'723 CHF | 472'199 CHF | 100.00% | 100.00% |
02.12.2024 | 0.10% | 9.99 CHF | 10.00 CHF | 120'000 | 120'000 | 46'986 | 46'986 | 466'026 CHF | 466'497 CHF | 100.00% | 100.00% |
29.11.2024 | 0.10% | 9.88 CHF | 9.89 CHF | 120'000 | 120'000 | 45'911 | 45'911 | 450'136 CHF | 450'596 CHF | 99.95% | 99.95% |
28.11.2024 | 0.10% | 9.77 CHF | 9.78 CHF | 36'000 | 36'000 | 29'395 | 29'395 | 287'291 CHF | 287'585 CHF | 98.70% | 98.70% |
27.11.2024 | 0.11% | 9.36 CHF | 9.37 CHF | 130'000 | 130'000 | 50'645 | 50'645 | 480'804 CHF | 481'311 CHF | 99.88% | 99.88% |
26.11.2024 | 0.10% | 9.77 CHF | 9.78 CHF | 120'000 | 120'000 | 47'497 | 47'497 | 465'630 CHF | 466'106 CHF | 99.52% | 99.52% |
25.11.2024 | 0.10% | 9.83 CHF | 9.84 CHF | 120'000 | 120'000 | 47'238 | 47'238 | 474'623 CHF | 475'098 CHF | 99.87% | 99.87% |
22.11.2024 | 0.10% | 10.41 CHF | 10.42 CHF | 120'000 | 120'000 | 47'022 | 47'022 | 495'968 CHF | 496'439 CHF | 99.96% | 99.96% |
20.11.2024 | 0.10% | 10.51 CHF | 10.52 CHF | 120'000 | 120'000 | 46'051 | 46'051 | 486'881 CHF | 487'343 CHF | 99.87% | 99.87% |
19.11.2024 | 0.10% | 10.35 CHF | 10.36 CHF | 120'000 | 120'000 | 47'622 | 47'622 | 486'670 CHF | 487'147 CHF | 97.53% | 97.53% |