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% | 10,51 CHF | 10,52 CHF | 120 000 | 120 000 | 46 051 | 46 051 | 486 881 CHF | 487 343 CHF | 99,87% | 99,87% |
19/11/2024 | 0,10% | 10,35 CHF | 10,36 CHF | 120 000 | 120 000 | 47 622 | 47 622 | 486 670 CHF | 487 147 CHF | 97,53% | 97,53% |
18/11/2024 | 0,10% | 10,09 CHF | 10,10 CHF | 120 000 | 120 000 | 46 596 | 46 596 | 465 547 CHF | 466 014 CHF | 98,92% | 98,92% |
15/11/2024 | 0,10% | 10,33 CHF | 10,34 CHF | 120 000 | 120 000 | 47 369 | 47 369 | 496 499 CHF | 496 974 CHF | 99,73% | 99,73% |
14/11/2024 | 0,09% | 10,84 CHF | 10,85 CHF | 110 000 | 110 000 | 43 906 | 43 906 | 472 481 CHF | 472 921 CHF | 99,99% | 99,99% |
13/11/2024 | 0,09% | 10,67 CHF | 10,68 CHF | 120 000 | 120 000 | 44 532 | 44 532 | 477 753 CHF | 478 199 CHF | 100,00% | 100,00% |
12/11/2024 | 0,10% | 10,72 CHF | 10,73 CHF | 110 000 | 110 000 | 45 150 | 45 150 | 479 204 CHF | 479 656 CHF | 100,00% | 100,00% |
11/11/2024 | 0,10% | 10,54 CHF | 10,55 CHF | 120 000 | 120 000 | 46 184 | 46 184 | 488 397 CHF | 488 860 CHF | 99,92% | 99,92% |
08/11/2024 | 0,10% | 10,59 CHF | 10,60 CHF | 120 000 | 120 000 | 46 346 | 46 346 | 492 627 CHF | 493 091 CHF | 100,00% | 100,00% |
07/11/2024 | 0,10% | 10,57 CHF | 10,58 CHF | 120 000 | 120 000 | 47 520 | 47 520 | 500 061 CHF | 500 537 CHF | 99,76% | 99,76% |