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 | 0.37% | 9.09 CHF | 9.10 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 92'399 CHF | 53'688 CHF | 99.67% | 99.67% |
19.11.2024 | 0.38% | 8.89 CHF | 8.90 CHF | 10'000 | 10'000 | 10'000 | 5'806 | 88'553 CHF | 51'491 CHF | 99.08% | 99.08% |
18.11.2024 | 0.36% | 9.09 CHF | 9.10 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 93'735 CHF | 54'305 CHF | 99.62% | 99.62% |
15.11.2024 | 0.36% | 9.37 CHF | 9.38 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 95'377 CHF | 55'335 CHF | 99.65% | 99.65% |
14.11.2024 | 0.33% | 10.12 CHF | 10.14 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 106'775 CHF | 61'464 CHF | 99.67% | 99.67% |
13.11.2024 | 0.34% | 11.10 CHF | 11.12 CHF | 10'000 | 10'000 | 10'000 | 5'871 | 107'007 CHF | 63'346 CHF | 97.55% | 97.55% |
12.11.2024 | 0.34% | 11.00 CHF | 11.02 CHF | 10'000 | 10'000 | 10'000 | 5'839 | 105'968 CHF | 62'514 CHF | 95.10% | 95.10% |
11.11.2024 | 0.39% | 10.52 CHF | 10.54 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 94'504 CHF | 56'084 CHF | 99.55% | 99.55% |
08.11.2024 | 0.43% | 8.43 CHF | 8.44 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 79'015 CHF | 46'361 CHF | 99.67% | 99.67% |
07.11.2024 | 0.45% | 7.95 CHF | 7.96 CHF | 10'000 | 10'000 | 10'000 | 5'809 | 76'641 CHF | 44'956 CHF | 99.67% | 99.67% |