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 | 0.64% | 9.47 CHF | 9.53 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 139'739 CHF | 140'639 CHF | 99.45% | 99.45% |
19.11.2024 | 0.63% | 9.17 CHF | 9.23 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 142'969 CHF | 143'869 CHF | 100.00% | 100.00% |
18.11.2024 | 0.59% | 9.79 CHF | 9.85 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 153'056 CHF | 153'956 CHF | 99.28% | 99.28% |
15.11.2024 | 0.57% | 10.55 CHF | 10.61 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 158'763 CHF | 159'663 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 11.11 CHF | 11.17 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 166'879 CHF | 167'779 CHF | 100.00% | 100.00% |
13.11.2024 | 0.56% | 10.83 CHF | 10.89 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 160'681 CHF | 161'581 CHF | 100.00% | 100.00% |
12.11.2024 | 0.57% | 10.75 CHF | 10.81 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 156'928 CHF | 157'828 CHF | 99.82% | 99.82% |
11.11.2024 | 0.60% | 10.05 CHF | 10.11 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 149'155 CHF | 150'055 CHF | 99.76% | 99.76% |
08.11.2024 | 0.62% | 9.83 CHF | 9.89 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 143'833 CHF | 144'733 CHF | 99.16% | 99.16% |
07.11.2024 | 0.66% | 9.09 CHF | 9.15 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 136'776 CHF | 137'676 CHF | 99.96% | 99.96% |