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 | 0.93% | 10.44 CHF | 10.54 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 107'168 CHF | 108'168 CHF | 99.48% | 99.48% |
19.11.2024 | 1.02% | 10.10 CHF | 10.20 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 97'817 CHF | 98'816 CHF | 99.56% | 99.56% |
18.11.2024 | 1.02% | 9.93 CHF | 10.02 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 97'714 CHF | 98'714 CHF | 99.53% | 99.53% |
15.11.2024 | 1.01% | 9.52 CHF | 9.62 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 98'278 CHF | 99'277 CHF | 98.85% | 98.85% |
14.11.2024 | 0.97% | 10.32 CHF | 10.42 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 102'378 CHF | 103'379 CHF | 99.55% | 99.55% |
13.11.2024 | 1.01% | 10.10 CHF | 10.20 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 98'693 CHF | 99'693 CHF | 96.83% | 96.83% |
12.11.2024 | 0.93% | 10.54 CHF | 10.64 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 106'594 CHF | 107'594 CHF | 99.56% | 99.56% |
11.11.2024 | 0.90% | 10.74 CHF | 10.84 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 110'447 CHF | 111'447 CHF | 99.51% | 99.51% |
08.11.2024 | 0.93% | 10.76 CHF | 10.86 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 107'604 CHF | 108'604 CHF | 99.49% | 99.49% |
07.11.2024 | 0.98% | 10.52 CHF | 10.62 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 101'404 CHF | 102'405 CHF | 99.30% | 99.30% |