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% | 10,99 CHF | 11,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 818 494 CHF | 819 244 CHF | 100,00% | 100,00% |
19/11/2024 | 0,09% | 11,01 CHF | 11,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 837 960 CHF | 838 709 CHF | 100,00% | 100,00% |
18/11/2024 | 0,09% | 11,14 CHF | 11,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 812 211 CHF | 812 961 CHF | 100,00% | 100,00% |
15/11/2024 | 0,09% | 10,56 CHF | 10,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 793 918 CHF | 794 668 CHF | 100,00% | 100,00% |
14/11/2024 | 0,10% | 10,45 CHF | 10,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 759 748 CHF | 760 498 CHF | 99,79% | 99,79% |
13/11/2024 | 0,09% | 10,69 CHF | 10,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 811 068 CHF | 811 818 CHF | 100,00% | 100,00% |
12/11/2024 | 0,10% | 10,53 CHF | 10,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 783 534 CHF | 784 284 CHF | 100,00% | 100,00% |
11/11/2024 | 0,09% | 10,43 CHF | 10,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 821 438 CHF | 822 188 CHF | 100,00% | 100,00% |
08/11/2024 | 0,09% | 11,17 CHF | 11,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 845 782 CHF | 846 532 CHF | 100,00% | 100,00% |
07/11/2024 | 0,09% | 11,50 CHF | 11,51 CHF | 75 000 | 75 000 | 74 997 | 74 997 | 837 277 CHF | 838 027 CHF | 99,46% | 99,46% |