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% | 10,71 CHF | 10,72 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 639 710 CHF | 2 642 210 CHF | 100,00% | 100,00% |
19/11/2024 | 0,09% | 10,47 CHF | 10,48 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 631 160 CHF | 2 633 660 CHF | 99,66% | 99,66% |
18/11/2024 | 0,10% | 10,41 CHF | 10,42 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 570 770 CHF | 2 573 270 CHF | 100,00% | 100,00% |
15/11/2024 | 0,10% | 10,09 CHF | 10,10 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 513 120 CHF | 2 515 620 CHF | 100,00% | 100,00% |
14/11/2024 | 0,10% | 10,08 CHF | 10,09 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 486 270 CHF | 2 488 770 CHF | 99,79% | 99,79% |
13/11/2024 | 0,10% | 10,31 CHF | 10,32 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 586 990 CHF | 2 589 490 CHF | 100,00% | 100,00% |
12/11/2024 | 0,10% | 10,27 CHF | 10,28 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 570 650 CHF | 2 573 150 CHF | 100,00% | 100,00% |
11/11/2024 | 0,09% | 10,38 CHF | 10,39 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 673 640 CHF | 2 676 140 CHF | 100,00% | 100,00% |
08/11/2024 | 0,09% | 10,94 CHF | 10,95 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 739 270 CHF | 2 741 770 CHF | 100,00% | 100,00% |
07/11/2024 | 0,09% | 11,02 CHF | 11,03 CHF | 250 000 | 250 000 | 249 944 | 249 944 | 2 713 790 CHF | 2 716 290 CHF | 100,00% | 100,00% |