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% | 9,98 CHF | 9,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 989 763 CHF | 990 763 CHF | 100,00% | 100,00% |
19/11/2024 | 0,12% | 9,99 CHF | 10,00 CHF | 100 000 | 100 000 | 98 650 | 98 650 | 1 001 860 CHF | 1 002 880 CHF | 100,00% | 100,00% |
18/11/2024 | 0,10% | 10,12 CHF | 10,13 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 980 987 CHF | 981 987 CHF | 100,00% | 100,00% |
15/11/2024 | 0,13% | 9,54 CHF | 9,55 CHF | 100 000 | 100 000 | 98 303 | 98 303 | 940 762 CHF | 941 785 CHF | 100,00% | 100,00% |
14/11/2024 | 0,12% | 9,43 CHF | 9,44 CHF | 100 000 | 100 000 | 99 349 | 99 349 | 904 832 CHF | 905 842 CHF | 99,29% | 99,29% |
13/11/2024 | 0,11% | 9,68 CHF | 9,69 CHF | 100 000 | 100 000 | 99 418 | 99 418 | 974 592 CHF | 975 600 CHF | 96,48% | 96,48% |
12/11/2024 | 0,11% | 9,52 CHF | 9,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 943 332 CHF | 944 332 CHF | 100,00% | 100,00% |
11/11/2024 | 0,10% | 9,42 CHF | 9,43 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 994 480 CHF | 995 480 CHF | 99,99% | 99,99% |
08/11/2024 | 0,10% | 10,17 CHF | 10,18 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 027 360 CHF | 1 028 360 CHF | 100,00% | 100,00% |
07/11/2024 | 0,10% | 10,50 CHF | 10,51 CHF | 100 000 | 100 000 | 99 694 | 99 694 | 1 012 830 CHF | 1 013 830 CHF | 99,92% | 99,92% |