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 | 0.09% | 10.57 CHF | 10.58 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 743'794 CHF | 744'494 CHF | 100.00% | 100.00% |
19.11.2024 | 0.09% | 10.65 CHF | 10.66 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 743'837 CHF | 744'537 CHF | 100.00% | 100.00% |
18.11.2024 | 0.09% | 10.73 CHF | 10.74 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 747'965 CHF | 748'665 CHF | 100.00% | 100.00% |
15.11.2024 | 0.09% | 10.67 CHF | 10.68 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 750'910 CHF | 751'610 CHF | 100.00% | 100.00% |
14.11.2024 | 0.09% | 10.84 CHF | 10.85 CHF | 70'000 | 70'000 | 69'893 | 69'893 | 755'550 CHF | 756'252 CHF | 100.00% | 100.00% |
13.11.2024 | 0.09% | 10.78 CHF | 10.79 CHF | 70'000 | 70'000 | 69'895 | 69'895 | 753'987 CHF | 754'688 CHF | 100.00% | 100.00% |
12.11.2024 | 0.09% | 10.92 CHF | 10.93 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 769'882 CHF | 770'582 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 11.09 CHF | 11.10 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 774'692 CHF | 775'392 CHF | 100.00% | 100.00% |
08.11.2024 | 0.09% | 10.95 CHF | 10.96 CHF | 70'000 | 70'000 | 69'902 | 69'902 | 763'758 CHF | 764'459 CHF | 100.00% | 100.00% |
07.11.2024 | 0.09% | 10.96 CHF | 10.97 CHF | 70'000 | 70'000 | 69'907 | 69'907 | 764'097 CHF | 764'796 CHF | 100.00% | 100.00% |