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 | 0.37% | 9.07 CHF | 9.08 CHF | 10'000 | 10'000 | 10'000 | 5'804 | 92'113 CHF | 53'543 CHF | 99.56% | 99.56% |
19.11.2024 | 0.38% | 8.86 CHF | 8.87 CHF | 10'000 | 10'000 | 10'000 | 5'808 | 88'268 CHF | 51'348 CHF | 98.95% | 98.95% |
18.11.2024 | 0.36% | 9.06 CHF | 9.07 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 93'447 CHF | 54'143 CHF | 99.59% | 99.59% |
15.11.2024 | 0.36% | 9.34 CHF | 9.35 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 95'089 CHF | 55'191 CHF | 99.53% | 99.53% |
14.11.2024 | 0.33% | 10.08 CHF | 10.10 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 106'489 CHF | 61'320 CHF | 99.57% | 99.57% |
13.11.2024 | 0.34% | 11.06 CHF | 11.08 CHF | 10'000 | 10'000 | 10'000 | 5'873 | 106'713 CHF | 63'198 CHF | 97.47% | 97.47% |
12.11.2024 | 0.34% | 10.96 CHF | 10.98 CHF | 10'000 | 10'000 | 10'000 | 5'840 | 105'679 CHF | 62'360 CHF | 95.02% | 95.02% |
11.11.2024 | 0.39% | 10.50 CHF | 10.52 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 94'219 CHF | 55'924 CHF | 99.53% | 99.53% |
08.11.2024 | 0.43% | 8.40 CHF | 8.41 CHF | 10'000 | 10'000 | 10'000 | 5'812 | 78'734 CHF | 46'213 CHF | 99.59% | 99.59% |
07.11.2024 | 0.45% | 7.93 CHF | 7.94 CHF | 10'000 | 10'000 | 10'000 | 5'811 | 76'357 CHF | 44'807 CHF | 99.57% | 99.57% |