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 | 0.60% | 10.13 CHF | 10.19 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 149'571 CHF | 150'471 CHF | 99.46% | 99.46% |
19.11.2024 | 0.59% | 9.82 CHF | 9.88 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 152'779 CHF | 153'679 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 10.44 CHF | 10.50 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 162'908 CHF | 163'808 CHF | 99.29% | 99.29% |
15.11.2024 | 0.53% | 11.20 CHF | 11.26 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 168'630 CHF | 169'530 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 11.76 CHF | 11.82 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 176'758 CHF | 177'658 CHF | 100.00% | 100.00% |
13.11.2024 | 0.53% | 11.49 CHF | 11.55 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 170'494 CHF | 171'394 CHF | 100.00% | 100.00% |
12.11.2024 | 0.54% | 11.41 CHF | 11.47 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 166'730 CHF | 167'630 CHF | 99.81% | 99.81% |
11.11.2024 | 0.56% | 10.70 CHF | 10.76 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 158'928 CHF | 159'828 CHF | 99.77% | 99.77% |
08.11.2024 | 0.58% | 10.48 CHF | 10.54 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 153'526 CHF | 154'426 CHF | 99.17% | 99.17% |
07.11.2024 | 0.61% | 9.73 CHF | 9.79 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 146'494 CHF | 147'394 CHF | 99.96% | 99.96% |