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% | 10.32 CHF | 10.34 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 104'721 CHF | 60'862 CHF | 99.61% | 99.61% |
19.11.2024 | 0.36% | 10.12 CHF | 10.14 CHF | 10'000 | 10'000 | 10'000 | 5'807 | 100'849 CHF | 58'652 CHF | 99.01% | 99.01% |
18.11.2024 | 0.34% | 10.32 CHF | 10.34 CHF | 10'000 | 10'000 | 10'000 | 5'804 | 106'071 CHF | 61'497 CHF | 99.51% | 99.51% |
15.11.2024 | 0.34% | 10.60 CHF | 10.62 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 107'728 CHF | 62'525 CHF | 99.59% | 99.59% |
14.11.2024 | 0.30% | 11.36 CHF | 11.38 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 119'155 CHF | 68'660 CHF | 99.61% | 99.61% |
13.11.2024 | 0.30% | 12.32 CHF | 12.34 CHF | 10'000 | 10'000 | 10'000 | 5'872 | 119'298 CHF | 70'573 CHF | 97.52% | 97.52% |
12.11.2024 | 0.31% | 12.22 CHF | 12.24 CHF | 10'000 | 10'000 | 10'000 | 5'843 | 118'249 CHF | 69'730 CHF | 94.88% | 94.88% |
11.11.2024 | 0.34% | 11.74 CHF | 11.76 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 106'744 CHF | 63'199 CHF | 99.56% | 99.56% |
08.11.2024 | 0.37% | 9.64 CHF | 9.65 CHF | 10'000 | 10'000 | 10'000 | 5'811 | 91'150 CHF | 53'421 CHF | 99.63% | 99.63% |
07.11.2024 | 0.39% | 9.17 CHF | 9.18 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 88'811 CHF | 52'031 CHF | 99.61% | 99.61% |