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 | 0.31% | 11.34 CHF | 11.36 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 114'944 CHF | 66'777 CHF | 99.67% | 99.67% |
19.11.2024 | 0.33% | 11.14 CHF | 11.16 CHF | 10'000 | 10'000 | 10'000 | 5'806 | 111'032 CHF | 64'550 CHF | 99.09% | 99.09% |
18.11.2024 | 0.31% | 11.34 CHF | 11.36 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 116'307 CHF | 67'407 CHF | 99.62% | 99.62% |
15.11.2024 | 0.31% | 11.62 CHF | 11.64 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 117'968 CHF | 68'454 CHF | 99.65% | 99.65% |
14.11.2024 | 0.28% | 12.38 CHF | 12.40 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 129'406 CHF | 74'589 CHF | 99.67% | 99.67% |
13.11.2024 | 0.28% | 13.34 CHF | 13.36 CHF | 10'000 | 10'000 | 10'000 | 5'873 | 129'469 CHF | 76'570 CHF | 97.47% | 97.47% |
12.11.2024 | 0.28% | 13.24 CHF | 13.26 CHF | 10'000 | 10'000 | 10'000 | 5'839 | 128'402 CHF | 75'612 CHF | 95.13% | 95.13% |
11.11.2024 | 0.32% | 12.76 CHF | 12.78 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 116'870 CHF | 69'054 CHF | 99.66% | 99.66% |
08.11.2024 | 0.36% | 10.64 CHF | 10.66 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 101'169 CHF | 59'249 CHF | 99.67% | 99.67% |
07.11.2024 | 0.37% | 10.16 CHF | 10.18 CHF | 10'000 | 10'000 | 10'000 | 5'809 | 98'862 CHF | 57'869 CHF | 99.67% | 99.67% |