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 | 1.04% | 9.94 CHF | 10.04 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 96'000 CHF | 97'000 CHF | 71.25% | 71.25% |
19.11.2024 | 1.03% | 9.74 CHF | 9.84 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 96'919 CHF | 97'919 CHF | 81.24% | 81.24% |
18.11.2024 | 1.06% | 9.37 CHF | 9.47 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 94'092 CHF | 95'092 CHF | 6.67% | 6.67% |
15.11.2024 | 1.05% | 9.25 CHF | 9.35 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 94'720 CHF | 95'720 CHF | 62.69% | 62.69% |
14.11.2024 | 1.07% | 9.43 CHF | 9.53 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 92'616 CHF | 93'616 CHF | 90.24% | 90.24% |
13.11.2024 | 1.12% | 9.16 CHF | 9.26 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 89'041 CHF | 90'041 CHF | 82.05% | 82.05% |
12.11.2024 | 1.24% | 8.06 CHF | 8.16 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 80'283 CHF | 81'283 CHF | 0.73% | 0.73% |
11.11.2024 | 1.23% | 7.96 CHF | 8.06 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 80'625 CHF | 81'625 CHF | 64.08% | 64.08% |
08.11.2024 | 1.22% | 8.44 CHF | 8.54 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 81'757 CHF | 82'757 CHF | 60.38% | 60.38% |
07.11.2024 | 1.24% | 8.07 CHF | 8.17 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 80'185 CHF | 81'185 CHF | 74.36% | 74.36% |