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 | 0.40% | 8.50 CHF | 8.51 CHF | 10'000 | 10'000 | 10'000 | 5'806 | 86'477 CHF | 50'293 CHF | 99.44% | 99.44% |
19.11.2024 | 0.41% | 8.30 CHF | 8.31 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 82'653 CHF | 48'102 CHF | 98.90% | 98.90% |
18.11.2024 | 0.39% | 8.50 CHF | 8.51 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 87'810 CHF | 50'882 CHF | 99.55% | 99.55% |
15.11.2024 | 0.38% | 8.77 CHF | 8.78 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 89'444 CHF | 51'933 CHF | 99.44% | 99.44% |
14.11.2024 | 0.33% | 9.53 CHF | 9.54 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 100'856 CHF | 58'065 CHF | 99.44% | 99.44% |
13.11.2024 | 0.36% | 10.50 CHF | 10.52 CHF | 10'000 | 10'000 | 10'000 | 5'875 | 101'107 CHF | 59'924 CHF | 97.38% | 97.38% |
12.11.2024 | 0.36% | 10.40 CHF | 10.42 CHF | 10'000 | 10'000 | 10'000 | 5'842 | 100'086 CHF | 59'114 CHF | 94.90% | 94.90% |
11.11.2024 | 0.40% | 9.95 CHF | 9.96 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 88'649 CHF | 52'694 CHF | 99.50% | 99.50% |
08.11.2024 | 0.47% | 7.84 CHF | 7.85 CHF | 10'000 | 10'000 | 10'000 | 5'814 | 73'196 CHF | 43'010 CHF | 99.46% | 99.46% |
07.11.2024 | 0.48% | 7.37 CHF | 7.38 CHF | 10'000 | 10'000 | 10'000 | 5'814 | 70'809 CHF | 41'599 CHF | 99.44% | 99.44% |