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 | 0.33% | 10.86 CHF | 10.88 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 110'088 CHF | 63'959 CHF | 99.68% | 99.68% |
19.11.2024 | 0.34% | 10.64 CHF | 10.66 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 106'195 CHF | 61'739 CHF | 99.09% | 99.09% |
18.11.2024 | 0.33% | 10.86 CHF | 10.88 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 111'451 CHF | 64'593 CHF | 99.62% | 99.62% |
15.11.2024 | 0.32% | 11.14 CHF | 11.16 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 113'111 CHF | 65'631 CHF | 99.67% | 99.67% |
14.11.2024 | 0.29% | 11.88 CHF | 11.90 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 124'544 CHF | 71'766 CHF | 99.69% | 99.69% |
13.11.2024 | 0.29% | 12.86 CHF | 12.88 CHF | 10'000 | 10'000 | 10'000 | 5'880 | 124'651 CHF | 73'822 CHF | 97.28% | 97.28% |
12.11.2024 | 0.29% | 12.76 CHF | 12.78 CHF | 10'000 | 10'000 | 10'000 | 5'838 | 123'585 CHF | 72'796 CHF | 95.15% | 95.15% |
11.11.2024 | 0.33% | 12.28 CHF | 12.30 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 112'070 CHF | 66'267 CHF | 99.66% | 99.66% |
08.11.2024 | 0.36% | 10.16 CHF | 10.18 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 96'422 CHF | 56'477 CHF | 99.69% | 99.69% |
07.11.2024 | 0.36% | 9.70 CHF | 9.71 CHF | 10'000 | 10'000 | 10'000 | 5'809 | 94'106 CHF | 55'091 CHF | 99.68% | 99.68% |