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% | 10,14 CHF | 10,15 CHF | 120 000 | 120 000 | 46 043 | 46 043 | 469 597 CHF | 470 058 CHF | 99,86% | 99,86% |
19/11/2024 | 0,10% | 9,98 CHF | 9,99 CHF | 120 000 | 120 000 | 47 622 | 47 622 | 468 936 CHF | 469 413 CHF | 97,53% | 97,53% |
18/11/2024 | 0,11% | 9,72 CHF | 9,73 CHF | 120 000 | 120 000 | 46 601 | 46 601 | 448 168 CHF | 448 635 CHF | 98,92% | 98,92% |
15/11/2024 | 0,10% | 9,96 CHF | 9,97 CHF | 120 000 | 120 000 | 47 371 | 47 371 | 478 761 CHF | 479 236 CHF | 99,73% | 99,73% |
14/11/2024 | 0,10% | 10,46 CHF | 10,47 CHF | 110 000 | 110 000 | 43 910 | 43 910 | 456 058 CHF | 456 498 CHF | 99,99% | 99,99% |
13/11/2024 | 0,10% | 10,30 CHF | 10,31 CHF | 120 000 | 120 000 | 44 533 | 44 533 | 461 203 CHF | 461 649 CHF | 100,00% | 100,00% |
12/11/2024 | 0,10% | 10,34 CHF | 10,35 CHF | 110 000 | 110 000 | 45 153 | 45 153 | 462 476 CHF | 462 928 CHF | 100,00% | 100,00% |
11/11/2024 | 0,10% | 10,16 CHF | 10,17 CHF | 120 000 | 120 000 | 46 195 | 46 195 | 471 398 CHF | 471 860 CHF | 99,93% | 99,93% |
08/11/2024 | 0,10% | 10,22 CHF | 10,23 CHF | 120 000 | 120 000 | 46 346 | 46 346 | 475 597 CHF | 476 062 CHF | 100,00% | 100,00% |
07/11/2024 | 0,10% | 10,20 CHF | 10,21 CHF | 120 000 | 120 000 | 47 548 | 47 548 | 482 899 CHF | 483 375 CHF | 99,76% | 99,76% |