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% | 10,28 CHF | 10,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 091 120 CHF | 2 093 120 CHF | 100,00% | 100,00% |
19/11/2024 | 0,10% | 10,36 CHF | 10,37 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 061 320 CHF | 2 063 320 CHF | 99,88% | 99,88% |
18/11/2024 | 0,09% | 10,59 CHF | 10,60 CHF | 200 000 | 200 000 | 199 930 | 199 930 | 2 107 850 CHF | 2 109 850 CHF | 99,08% | 99,08% |
15/11/2024 | 0,09% | 10,61 CHF | 10,62 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 144 240 CHF | 2 146 240 CHF | 100,00% | 100,00% |
14/11/2024 | 0,09% | 10,82 CHF | 10,83 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 139 220 CHF | 2 141 220 CHF | 99,08% | 99,08% |
13/11/2024 | 0,10% | 10,31 CHF | 10,32 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 072 040 CHF | 2 074 040 CHF | 99,91% | 99,91% |
12/11/2024 | 0,09% | 10,39 CHF | 10,40 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 132 120 CHF | 2 134 120 CHF | 100,00% | 100,00% |
11/11/2024 | 0,09% | 10,93 CHF | 10,94 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 190 380 CHF | 2 192 380 CHF | 100,00% | 100,00% |
08/11/2024 | 0,09% | 10,69 CHF | 10,70 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 153 670 CHF | 2 155 670 CHF | 100,00% | 100,00% |
07/11/2024 | 0,09% | 10,99 CHF | 11,00 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 185 340 CHF | 2 187 340 CHF | 99,68% | 99,68% |