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% | 9,77 CHF | 9,78 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 807 348 CHF | 808 148 CHF | 99,92% | 99,92% |
19/11/2024 | 0,10% | 9,86 CHF | 9,87 CHF | 80 000 | 80 000 | 79 956 | 79 956 | 775 860 CHF | 776 660 CHF | 99,94% | 99,94% |
18/11/2024 | 0,10% | 9,93 CHF | 9,94 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 781 666 CHF | 782 466 CHF | 99,57% | 99,57% |
15/11/2024 | 0,10% | 9,80 CHF | 9,81 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 806 364 CHF | 807 164 CHF | 99,99% | 99,99% |
14/11/2024 | 0,09% | 10,66 CHF | 10,67 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 862 850 CHF | 863 650 CHF | 100,00% | 100,00% |
13/11/2024 | 0,09% | 10,70 CHF | 10,71 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 848 840 CHF | 849 640 CHF | 99,98% | 99,98% |
12/11/2024 | 0,09% | 10,67 CHF | 10,68 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 860 375 CHF | 861 175 CHF | 100,00% | 100,00% |
11/11/2024 | 0,09% | 10,86 CHF | 10,87 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 872 371 CHF | 873 171 CHF | 100,00% | 100,00% |
08/11/2024 | 0,10% | 10,67 CHF | 10,68 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 839 248 CHF | 840 048 CHF | 100,00% | 100,00% |
07/11/2024 | 0,10% | 10,39 CHF | 10,40 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 822 080 CHF | 822 880 CHF | 99,67% | 99,67% |