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 | 0.65% | 9.39 CHF | 9.45 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 138'569 CHF | 139'469 CHF | 99.46% | 99.46% |
19.11.2024 | 0.63% | 9.09 CHF | 9.15 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 141'805 CHF | 142'705 CHF | 100.00% | 100.00% |
18.11.2024 | 0.59% | 9.71 CHF | 9.77 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 151'884 CHF | 152'784 CHF | 99.30% | 99.30% |
15.11.2024 | 0.57% | 10.47 CHF | 10.53 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 157'589 CHF | 158'489 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 11.03 CHF | 11.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 165'705 CHF | 166'605 CHF | 100.00% | 100.00% |
13.11.2024 | 0.56% | 10.75 CHF | 10.81 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 159'518 CHF | 160'418 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 10.67 CHF | 10.73 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 155'767 CHF | 156'667 CHF | 99.81% | 99.81% |
11.11.2024 | 0.61% | 9.97 CHF | 10.03 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 147'999 CHF | 148'899 CHF | 99.77% | 99.77% |
08.11.2024 | 0.63% | 9.75 CHF | 9.81 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 142'682 CHF | 143'582 CHF | 99.17% | 99.17% |
07.11.2024 | 0.66% | 9.01 CHF | 9.07 CHF | 15'000 | 15'000 | 14'996 | 14'996 | 135'640 CHF | 136'540 CHF | 99.96% | 99.96% |