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 | 0.34% | 9.80 CHF | 9.81 CHF | 10'000 | 10'000 | 10'000 | 5'806 | 99'493 CHF | 57'845 CHF | 99.46% | 99.46% |
19.11.2024 | 0.36% | 9.60 CHF | 9.61 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 95'625 CHF | 55'637 CHF | 98.90% | 98.90% |
18.11.2024 | 0.34% | 9.80 CHF | 9.81 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 100'842 CHF | 58'437 CHF | 99.58% | 99.58% |
15.11.2024 | 0.35% | 10.06 CHF | 10.08 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 102'466 CHF | 59'504 CHF | 99.44% | 99.44% |
14.11.2024 | 0.32% | 10.82 CHF | 10.84 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 113'880 CHF | 65'637 CHF | 99.45% | 99.45% |
13.11.2024 | 0.32% | 11.80 CHF | 11.82 CHF | 10'000 | 10'000 | 10'000 | 5'884 | 114'066 CHF | 67'649 CHF | 97.11% | 97.11% |
12.11.2024 | 0.32% | 11.70 CHF | 11.72 CHF | 10'000 | 10'000 | 10'000 | 5'842 | 113'022 CHF | 66'667 CHF | 94.94% | 94.94% |
11.11.2024 | 0.36% | 11.22 CHF | 11.24 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 101'531 CHF | 60'167 CHF | 99.59% | 99.59% |
08.11.2024 | 0.40% | 9.12 CHF | 9.13 CHF | 10'000 | 10'000 | 10'000 | 5'814 | 85'987 CHF | 50'448 CHF | 99.48% | 99.48% |
07.11.2024 | 0.41% | 8.65 CHF | 8.66 CHF | 10'000 | 10'000 | 10'000 | 5'813 | 83'633 CHF | 49'049 CHF | 99.48% | 99.48% |