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% | 9,64 CHF | 9,65 CHF | 120 000 | 120 000 | 46 038 | 46 038 | 446 447 CHF | 446 909 CHF | 99,85% | 99,85% |
19/11/2024 | 0,11% | 9,48 CHF | 9,49 CHF | 120 000 | 120 000 | 47 621 | 47 621 | 445 149 CHF | 445 626 CHF | 97,53% | 97,53% |
18/11/2024 | 0,11% | 9,21 CHF | 9,22 CHF | 120 000 | 120 000 | 46 600 | 46 600 | 424 740 CHF | 425 207 CHF | 98,92% | 98,92% |
15/11/2024 | 0,11% | 9,46 CHF | 9,47 CHF | 120 000 | 120 000 | 47 370 | 47 370 | 454 934 CHF | 455 409 CHF | 99,73% | 99,73% |
14/11/2024 | 0,10% | 9,96 CHF | 9,97 CHF | 110 000 | 110 000 | 43 907 | 43 907 | 433 954 CHF | 434 394 CHF | 99,99% | 99,99% |
13/11/2024 | 0,10% | 9,80 CHF | 9,81 CHF | 120 000 | 120 000 | 44 534 | 44 534 | 438 956 CHF | 439 402 CHF | 100,00% | 100,00% |
12/11/2024 | 0,11% | 9,85 CHF | 9,86 CHF | 110 000 | 110 000 | 45 155 | 45 155 | 439 954 CHF | 440 406 CHF | 100,00% | 100,00% |
11/11/2024 | 0,10% | 9,67 CHF | 9,68 CHF | 120 000 | 120 000 | 46 187 | 46 187 | 448 326 CHF | 448 788 CHF | 99,92% | 99,92% |
08/11/2024 | 0,10% | 9,72 CHF | 9,73 CHF | 120 000 | 120 000 | 46 345 | 46 345 | 452 720 CHF | 453 185 CHF | 100,00% | 100,00% |
07/11/2024 | 0,11% | 9,71 CHF | 9,72 CHF | 120 000 | 120 000 | 47 545 | 47 545 | 459 391 CHF | 459 867 CHF | 99,76% | 99,76% |