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% | 10,32 CHF | 10,33 CHF | 120 000 | 120 000 | 46 060 | 46 060 | 478 250 CHF | 478 712 CHF | 99,88% | 99,88% |
19/11/2024 | 0,10% | 10,16 CHF | 10,17 CHF | 120 000 | 120 000 | 47 622 | 47 622 | 477 720 CHF | 478 197 CHF | 97,53% | 97,53% |
18/11/2024 | 0,10% | 9,90 CHF | 9,91 CHF | 120 000 | 120 000 | 46 602 | 46 602 | 456 778 CHF | 457 244 CHF | 98,92% | 98,92% |
15/11/2024 | 0,10% | 10,15 CHF | 10,16 CHF | 120 000 | 120 000 | 47 371 | 47 371 | 487 558 CHF | 488 032 CHF | 99,73% | 99,73% |
14/11/2024 | 0,10% | 10,65 CHF | 10,66 CHF | 110 000 | 110 000 | 43 905 | 43 905 | 464 130 CHF | 464 570 CHF | 99,99% | 99,99% |
13/11/2024 | 0,10% | 10,48 CHF | 10,49 CHF | 120 000 | 120 000 | 44 535 | 44 535 | 469 406 CHF | 469 852 CHF | 100,00% | 100,00% |
12/11/2024 | 0,10% | 10,53 CHF | 10,54 CHF | 110 000 | 110 000 | 45 155 | 45 155 | 470 778 CHF | 471 231 CHF | 100,00% | 100,00% |
11/11/2024 | 0,10% | 10,35 CHF | 10,36 CHF | 120 000 | 120 000 | 46 192 | 46 192 | 479 831 CHF | 480 294 CHF | 99,93% | 99,93% |
08/11/2024 | 0,10% | 10,40 CHF | 10,41 CHF | 120 000 | 120 000 | 46 345 | 46 345 | 483 999 CHF | 484 463 CHF | 100,00% | 100,00% |
07/11/2024 | 0,10% | 10,39 CHF | 10,40 CHF | 120 000 | 120 000 | 47 544 | 47 544 | 491 491 CHF | 491 967 CHF | 99,76% | 99,76% |