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 | 0.30% | 11.82 CHF | 11.84 CHF | 10'000 | 10'000 | 10'000 | 5'806 | 119'778 CHF | 69'638 CHF | 99.43% | 99.43% |
19.11.2024 | 0.31% | 11.62 CHF | 11.64 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 115'847 CHF | 67'399 CHF | 98.89% | 98.89% |
18.11.2024 | 0.30% | 11.82 CHF | 11.84 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 121'149 CHF | 70'262 CHF | 99.44% | 99.44% |
15.11.2024 | 0.30% | 12.10 CHF | 12.12 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 122'809 CHF | 71'318 CHF | 99.43% | 99.43% |
14.11.2024 | 0.27% | 12.86 CHF | 12.88 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 134'243 CHF | 77'458 CHF | 99.43% | 99.43% |
13.11.2024 | 0.27% | 13.82 CHF | 13.84 CHF | 10'000 | 10'000 | 10'000 | 5'875 | 134'275 CHF | 79'415 CHF | 97.38% | 97.38% |
12.11.2024 | 0.27% | 13.72 CHF | 13.74 CHF | 10'000 | 10'000 | 10'000 | 5'845 | 133'206 CHF | 78'501 CHF | 94.74% | 94.74% |
11.11.2024 | 0.31% | 13.24 CHF | 13.26 CHF | 10'000 | 10'000 | 10'000 | 5'804 | 121'663 CHF | 71'878 CHF | 99.51% | 99.51% |
08.11.2024 | 0.35% | 11.12 CHF | 11.14 CHF | 10'000 | 10'000 | 10'000 | 5'815 | 105'915 CHF | 62'057 CHF | 99.45% | 99.45% |
07.11.2024 | 0.35% | 10.64 CHF | 10.66 CHF | 10'000 | 10'000 | 10'000 | 5'814 | 103'616 CHF | 60'677 CHF | 99.43% | 99.43% |