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 | 0.38% | 8.86 CHF | 8.87 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 90'107 CHF | 52'357 CHF | 99.67% | 99.67% |
19.11.2024 | 0.39% | 8.66 CHF | 8.67 CHF | 10'000 | 10'000 | 10'000 | 5'806 | 86'269 CHF | 50'164 CHF | 99.09% | 99.09% |
18.11.2024 | 0.37% | 8.86 CHF | 8.87 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 91'440 CHF | 52'973 CHF | 99.62% | 99.62% |
15.11.2024 | 0.36% | 9.14 CHF | 9.15 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 93'080 CHF | 54'001 CHF | 99.65% | 99.65% |
14.11.2024 | 0.33% | 9.89 CHF | 9.90 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 104'494 CHF | 60'131 CHF | 99.67% | 99.67% |
13.11.2024 | 0.35% | 10.86 CHF | 10.88 CHF | 10'000 | 10'000 | 10'000 | 5'871 | 104'717 CHF | 62'002 CHF | 97.55% | 97.55% |
12.11.2024 | 0.35% | 10.76 CHF | 10.78 CHF | 10'000 | 10'000 | 10'000 | 5'839 | 103'681 CHF | 61'180 CHF | 95.12% | 95.12% |
11.11.2024 | 0.39% | 10.30 CHF | 10.32 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 92'236 CHF | 54'763 CHF | 99.56% | 99.56% |
08.11.2024 | 0.45% | 8.20 CHF | 8.21 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 76'762 CHF | 45'051 CHF | 99.67% | 99.67% |
07.11.2024 | 0.46% | 7.73 CHF | 7.74 CHF | 10'000 | 10'000 | 10'000 | 5'809 | 74'378 CHF | 43'640 CHF | 99.67% | 99.67% |