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 | 0,10% | 9,80 CHF | 9,81 CHF | 75 000 | 68 571 | 74 295 | 67 931 | 717 381 CHF | 656 610 CHF | 100,00% | 100,00% |
19/11/2024 | 0,10% | 9,57 CHF | 9,58 CHF | 75 000 | 68 571 | 74 286 | 67 922 | 715 004 CHF | 654 437 CHF | 98,66% | 98,66% |
18/11/2024 | 0,11% | 9,50 CHF | 9,51 CHF | 75 000 | 68 571 | 74 298 | 67 931 | 696 834 CHF | 637 798 CHF | 100,00% | 100,00% |
15/11/2024 | 0,11% | 9,18 CHF | 9,19 CHF | 75 000 | 68 571 | 75 000 | 68 571 | 685 511 CHF | 627 435 CHF | 70,92% | 70,92% |
14/11/2024 | 0,11% | 9,17 CHF | 9,18 CHF | 75 000 | 68 571 | 74 295 | 67 932 | 671 482 CHF | 614 652 CHF | 100,00% | 100,00% |
13/11/2024 | 0,11% | 9,41 CHF | 9,42 CHF | 75 000 | 68 571 | 74 297 | 67 934 | 702 056 CHF | 642 611 CHF | 100,00% | 100,00% |
12/11/2024 | 0,11% | 9,37 CHF | 9,38 CHF | 75 000 | 68 571 | 74 296 | 67 934 | 697 252 CHF | 638 227 CHF | 100,00% | 100,00% |
11/11/2024 | 0,10% | 9,49 CHF | 9,50 CHF | 75 000 | 68 571 | 74 296 | 67 934 | 728 173 CHF | 666 494 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 10,05 CHF | 10,10 CHF | 75 000 | 68 571 | 74 296 | 67 934 | 746 625 CHF | 686 062 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 10,10 CHF | 10,15 CHF | 75 000 | 68 571 | 74 296 | 67 933 | 739 697 CHF | 677 976 CHF | 100,00% | 100,00% |