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 | 2.12% | 11.20 CHF | 11.33 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 111'316 CHF | 65'939 CHF | 99.63% | 99.63% |
19.11.2024 | 2.30% | 9.87 CHF | 9.98 CHF | 10'000 | 10'000 | 10'000 | 7'769 | 92'879 CHF | 73'913 CHF | 99.63% | 99.63% |
18.11.2024 | 2.36% | 9.24 CHF | 9.34 CHF | 10'000 | 10'000 | 10'000 | 7'768 | 81'735 CHF | 65'162 CHF | 99.60% | 99.60% |
15.11.2024 | 2.36% | 8.13 CHF | 8.24 CHF | 10'000 | 10'000 | 10'000 | 7'768 | 86'697 CHF | 68'698 CHF | 99.64% | 99.64% |
14.11.2024 | 2.23% | 9.13 CHF | 9.23 CHF | 10'000 | 10'000 | 10'000 | 7'768 | 89'393 CHF | 71'088 CHF | 99.62% | 99.62% |
13.11.2024 | 2.25% | 8.71 CHF | 8.81 CHF | 20'000 | 20'000 | 12'176 | 10'003 | 101'842 CHF | 85'551 CHF | 97.57% | 97.57% |
12.11.2024 | 2.37% | 7.73 CHF | 7.82 CHF | 20'000 | 20'000 | 12'131 | 9'900 | 91'846 CHF | 76'793 CHF | 99.63% | 99.63% |
11.11.2024 | 2.39% | 7.42 CHF | 7.51 CHF | 20'000 | 20'000 | 12'131 | 9'900 | 86'379 CHF | 72'196 CHF | 99.63% | 99.63% |
08.11.2024 | 2.44% | 6.83 CHF | 6.92 CHF | 20'000 | 20'000 | 12'144 | 9'919 | 84'624 CHF | 70'567 CHF | 99.63% | 99.63% |
07.11.2024 | 2.47% | 6.78 CHF | 6.86 CHF | 20'000 | 20'000 | 12'144 | 11'619 | 78'031 CHF | 76'349 CHF | 99.64% | 99.64% |