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 | 0.75% | 10.46 CHF | 10.54 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 52'719 CHF | 53'116 CHF | 99.79% | 99.79% |
19.11.2024 | 0.74% | 10.56 CHF | 10.64 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 52'523 CHF | 52'915 CHF | 98.83% | 98.83% |
18.11.2024 | 0.75% | 10.64 CHF | 10.72 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 53'588 CHF | 53'991 CHF | 86.35% | 86.35% |
15.11.2024 | 0.74% | 10.86 CHF | 10.94 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 54'430 CHF | 54'836 CHF | 98.27% | 98.27% |
14.11.2024 | 0.75% | 10.90 CHF | 10.98 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 53'392 CHF | 53'794 CHF | 54.00% | 54.00% |
13.11.2024 | 0.75% | 10.60 CHF | 10.68 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 53'235 CHF | 53'635 CHF | 81.14% | 81.14% |
12.11.2024 | 0.75% | 10.60 CHF | 10.68 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 53'610 CHF | 54'011 CHF | 98.14% | 98.14% |
11.11.2024 | 0.77% | 10.98 CHF | 11.06 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 55'437 CHF | 55'864 CHF | 95.23% | 95.23% |
08.11.2024 | 0.75% | 11.02 CHF | 11.10 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 55'300 CHF | 55'716 CHF | 54.91% | 54.91% |
07.11.2024 | 0.74% | 11.50 CHF | 11.58 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 57'909 CHF | 58'339 CHF | 97.34% | 97.34% |