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 | 0.45% | 11.35 CHF | 11.40 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 111'811 CHF | 112'307 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 11.15 CHF | 11.20 CHF | 10'000 | 10'000 | 9'904 | 9'904 | 110'350 CHF | 110'846 CHF | 98.71% | 98.71% |
18.11.2024 | 0.47% | 10.75 CHF | 10.80 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 105'540 CHF | 106'036 CHF | 100.00% | 100.00% |
15.11.2024 | 0.46% | 10.70 CHF | 10.75 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 108'187 CHF | 108'687 CHF | 71.57% | 71.57% |
14.11.2024 | 0.45% | 11.00 CHF | 11.05 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 110'855 CHF | 111'350 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 11.45 CHF | 11.50 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 114'216 CHF | 114'712 CHF | 99.81% | 99.81% |
12.11.2024 | 0.44% | 11.70 CHF | 11.75 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 114'538 CHF | 115'034 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 11.05 CHF | 11.10 CHF | 10'000 | 10'000 | 9'831 | 9'831 | 108'872 CHF | 109'364 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 11.30 CHF | 11.35 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 108'646 CHF | 109'142 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 9.80 CHF | 9.81 CHF | 10'000 | 10'000 | 9'907 | 9'907 | 97'747 CHF | 97'904 CHF | 100.00% | 100.00% |