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 | 0.30% | 11.86 CHF | 11.88 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 120'047 CHF | 69'739 CHF | 99.67% | 99.67% |
19.11.2024 | 0.31% | 11.64 CHF | 11.66 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 116'123 CHF | 67'504 CHF | 99.10% | 99.10% |
18.11.2024 | 0.30% | 11.84 CHF | 11.86 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 121'429 CHF | 70'382 CHF | 99.62% | 99.62% |
15.11.2024 | 0.29% | 12.14 CHF | 12.16 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 123'094 CHF | 71'422 CHF | 99.66% | 99.66% |
14.11.2024 | 0.27% | 12.88 CHF | 12.90 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 134'529 CHF | 77'557 CHF | 99.68% | 99.68% |
13.11.2024 | 0.27% | 13.86 CHF | 13.88 CHF | 10'000 | 10'000 | 10'000 | 5'870 | 134'564 CHF | 79'524 CHF | 97.56% | 97.56% |
12.11.2024 | 0.27% | 13.74 CHF | 13.76 CHF | 10'000 | 10'000 | 10'000 | 5'839 | 133'485 CHF | 78'585 CHF | 95.11% | 95.11% |
11.11.2024 | 0.30% | 13.26 CHF | 13.28 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 121'939 CHF | 71'995 CHF | 99.65% | 99.65% |
08.11.2024 | 0.34% | 11.14 CHF | 11.16 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 106'194 CHF | 62'165 CHF | 99.68% | 99.68% |
07.11.2024 | 0.35% | 10.66 CHF | 10.68 CHF | 10'000 | 10'000 | 10'000 | 5'809 | 103'904 CHF | 60'793 CHF | 99.67% | 99.67% |