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% | 9,70 CHF | 9,71 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 1 974 700 CHF | 1 976 700 CHF | 100,00% | 100,00% |
19/11/2024 | 0,10% | 9,78 CHF | 9,79 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 1 945 030 CHF | 1 947 030 CHF | 99,87% | 99,87% |
18/11/2024 | 0,10% | 10,01 CHF | 10,02 CHF | 200 000 | 200 000 | 199 950 | 199 950 | 1 991 490 CHF | 1 993 490 CHF | 99,08% | 99,08% |
15/11/2024 | 0,10% | 10,03 CHF | 10,04 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 027 400 CHF | 2 029 400 CHF | 100,00% | 100,00% |
14/11/2024 | 0,10% | 10,24 CHF | 10,25 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 022 610 CHF | 2 024 610 CHF | 99,08% | 99,08% |
13/11/2024 | 0,10% | 9,73 CHF | 9,74 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 1 955 360 CHF | 1 957 360 CHF | 99,99% | 99,99% |
12/11/2024 | 0,10% | 9,80 CHF | 9,81 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 015 620 CHF | 2 017 620 CHF | 100,00% | 100,00% |
11/11/2024 | 0,10% | 10,34 CHF | 10,35 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 073 660 CHF | 2 075 660 CHF | 100,00% | 100,00% |
08/11/2024 | 0,10% | 10,10 CHF | 10,11 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 036 810 CHF | 2 038 810 CHF | 100,00% | 100,00% |
07/11/2024 | 0,10% | 10,41 CHF | 10,42 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 2 068 090 CHF | 2 070 090 CHF | 99,68% | 99,68% |