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% | 10,73 CHF | 10,74 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 646 050 CHF | 2 648 550 CHF | 100,00% | 100,00% |
19/11/2024 | 0,09% | 10,49 CHF | 10,50 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 637 460 CHF | 2 639 960 CHF | 99,66% | 99,66% |
18/11/2024 | 0,10% | 10,43 CHF | 10,44 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 577 090 CHF | 2 579 590 CHF | 100,00% | 100,00% |
15/11/2024 | 0,10% | 10,11 CHF | 10,12 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 519 450 CHF | 2 521 950 CHF | 100,00% | 100,00% |
14/11/2024 | 0,10% | 10,10 CHF | 10,11 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 492 640 CHF | 2 495 140 CHF | 99,79% | 99,79% |
13/11/2024 | 0,10% | 10,33 CHF | 10,34 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 593 300 CHF | 2 595 800 CHF | 100,00% | 100,00% |
12/11/2024 | 0,10% | 10,29 CHF | 10,30 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 576 900 CHF | 2 579 400 CHF | 100,00% | 100,00% |
11/11/2024 | 0,09% | 10,41 CHF | 10,42 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 679 940 CHF | 2 682 440 CHF | 100,00% | 100,00% |
08/11/2024 | 0,09% | 10,97 CHF | 10,98 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 745 440 CHF | 2 747 940 CHF | 100,00% | 100,00% |
07/11/2024 | 0,09% | 11,04 CHF | 11,05 CHF | 250 000 | 250 000 | 249 935 | 249 935 | 2 719 900 CHF | 2 722 400 CHF | 100,00% | 100,00% |