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 | 0.35% | 9.64 CHF | 9.65 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 97'861 CHF | 56'858 CHF | 99.67% | 99.67% |
19.11.2024 | 0.36% | 9.44 CHF | 9.45 CHF | 10'000 | 10'000 | 10'000 | 5'806 | 94'000 CHF | 54'653 CHF | 99.08% | 99.08% |
18.11.2024 | 0.35% | 9.64 CHF | 9.65 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 99'201 CHF | 57'478 CHF | 99.62% | 99.62% |
15.11.2024 | 0.34% | 9.91 CHF | 9.92 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 100'854 CHF | 58'513 CHF | 99.65% | 99.65% |
14.11.2024 | 0.32% | 10.66 CHF | 10.68 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 112'254 CHF | 64'643 CHF | 99.67% | 99.67% |
13.11.2024 | 0.32% | 11.64 CHF | 11.66 CHF | 10'000 | 10'000 | 10'000 | 5'871 | 112'439 CHF | 66'534 CHF | 97.55% | 97.55% |
12.11.2024 | 0.32% | 11.54 CHF | 11.56 CHF | 10'000 | 10'000 | 10'000 | 5'839 | 111'397 CHF | 65'685 CHF | 95.11% | 95.11% |
11.11.2024 | 0.37% | 11.06 CHF | 11.08 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 99'916 CHF | 59'216 CHF | 99.65% | 99.65% |
08.11.2024 | 0.41% | 8.96 CHF | 8.97 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 84'383 CHF | 49'479 CHF | 99.67% | 99.67% |
07.11.2024 | 0.42% | 8.49 CHF | 8.50 CHF | 10'000 | 10'000 | 10'000 | 5'809 | 82'023 CHF | 48'079 CHF | 99.67% | 99.67% |