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% | 9,46 CHF | 9,47 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 982 983 CHF | 983 983 CHF | 97,87% | 97,87% |
19/11/2024 | 0,10% | 9,58 CHF | 9,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 959 914 CHF | 960 914 CHF | 97,74% | 97,74% |
18/11/2024 | 0,11% | 9,41 CHF | 9,42 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 908 333 CHF | 909 333 CHF | 98,95% | 98,95% |
15/11/2024 | 0,12% | 8,55 CHF | 8,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 834 023 CHF | 835 023 CHF | 96,85% | 96,85% |
14/11/2024 | 0,12% | 8,15 CHF | 8,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 867 052 CHF | 868 052 CHF | 99,39% | 99,39% |
13/11/2024 | 0,11% | 9,51 CHF | 9,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 936 554 CHF | 937 554 CHF | 96,99% | 96,99% |
12/11/2024 | 0,10% | 9,08 CHF | 9,09 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 962 397 CHF | 963 397 CHF | 93,91% | 93,91% |
11/11/2024 | 0,11% | 9,52 CHF | 9,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 923 143 CHF | 924 143 CHF | 97,21% | 97,21% |
08/11/2024 | 0,14% | 7,66 CHF | 7,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 734 300 CHF | 735 300 CHF | 99,42% | 99,42% |
07/11/2024 | 0,14% | 7,21 CHF | 7,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 693 253 CHF | 694 253 CHF | 98,64% | 98,64% |