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% | 10.21 CHF | 10.27 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 150'831 CHF | 151'731 CHF | 99.45% | 99.45% |
19.11.2024 | 0.58% | 9.90 CHF | 9.96 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 154'029 CHF | 154'929 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 10.52 CHF | 10.58 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 164'169 CHF | 165'069 CHF | 99.29% | 99.29% |
15.11.2024 | 0.53% | 11.29 CHF | 11.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 169'891 CHF | 170'791 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 11.85 CHF | 11.91 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 178'023 CHF | 178'923 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 11.57 CHF | 11.63 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 171'745 CHF | 172'645 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 11.49 CHF | 11.55 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 167'979 CHF | 168'879 CHF | 99.83% | 99.83% |
11.11.2024 | 0.56% | 10.78 CHF | 10.84 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 160'183 CHF | 161'083 CHF | 99.77% | 99.77% |
08.11.2024 | 0.58% | 10.56 CHF | 10.62 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 154'764 CHF | 155'664 CHF | 99.10% | 99.10% |
07.11.2024 | 0.61% | 9.82 CHF | 9.88 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 147'735 CHF | 148'635 CHF | 99.96% | 99.96% |