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 | 0.33% | 10.82 CHF | 10.84 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 109'701 CHF | 63'762 CHF | 99.57% | 99.57% |
19.11.2024 | 0.34% | 10.60 CHF | 10.62 CHF | 10'000 | 10'000 | 10'000 | 5'808 | 105'811 CHF | 61'546 CHF | 98.97% | 98.97% |
18.11.2024 | 0.33% | 10.82 CHF | 10.84 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 111'060 CHF | 64'409 CHF | 99.44% | 99.44% |
15.11.2024 | 0.32% | 11.10 CHF | 11.12 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 112'721 CHF | 65'434 CHF | 99.56% | 99.56% |
14.11.2024 | 0.29% | 11.84 CHF | 11.86 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 124'154 CHF | 71'573 CHF | 99.57% | 99.57% |
13.11.2024 | 0.29% | 12.82 CHF | 12.84 CHF | 10'000 | 10'000 | 10'000 | 5'882 | 124'261 CHF | 73'620 CHF | 97.21% | 97.21% |
12.11.2024 | 0.29% | 12.72 CHF | 12.74 CHF | 10'000 | 10'000 | 10'000 | 5'845 | 123'204 CHF | 72'653 CHF | 94.73% | 94.73% |
11.11.2024 | 0.33% | 12.24 CHF | 12.26 CHF | 10'000 | 10'000 | 10'000 | 5'804 | 111'686 CHF | 66'085 CHF | 99.51% | 99.51% |
08.11.2024 | 0.36% | 10.12 CHF | 10.14 CHF | 10'000 | 10'000 | 10'000 | 5'812 | 96'042 CHF | 56'278 CHF | 99.59% | 99.59% |
07.11.2024 | 0.37% | 9.66 CHF | 9.67 CHF | 10'000 | 10'000 | 10'000 | 5'811 | 93'721 CHF | 54'892 CHF | 99.58% | 99.58% |