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% | 9,94 CHF | 9,95 CHF | 120 000 | 120 000 | 46 043 | 46 043 | 460 427 CHF | 460 889 CHF | 99,86% | 99,86% |
19/11/2024 | 0,11% | 9,78 CHF | 9,79 CHF | 120 000 | 120 000 | 47 622 | 47 622 | 459 530 CHF | 460 007 CHF | 97,53% | 97,53% |
18/11/2024 | 0,11% | 9,52 CHF | 9,53 CHF | 120 000 | 120 000 | 46 597 | 46 597 | 438 879 CHF | 439 346 CHF | 98,92% | 98,92% |
15/11/2024 | 0,10% | 9,76 CHF | 9,77 CHF | 120 000 | 120 000 | 47 370 | 47 370 | 469 364 CHF | 469 839 CHF | 99,73% | 99,73% |
14/11/2024 | 0,10% | 10,26 CHF | 10,27 CHF | 110 000 | 110 000 | 43 910 | 43 910 | 447 364 CHF | 447 804 CHF | 99,99% | 99,99% |
13/11/2024 | 0,10% | 10,10 CHF | 10,11 CHF | 120 000 | 120 000 | 44 533 | 44 533 | 452 387 CHF | 452 833 CHF | 100,00% | 100,00% |
12/11/2024 | 0,10% | 10,15 CHF | 10,16 CHF | 110 000 | 110 000 | 45 155 | 45 155 | 453 574 CHF | 454 026 CHF | 100,00% | 100,00% |
11/11/2024 | 0,10% | 9,97 CHF | 9,98 CHF | 120 000 | 120 000 | 46 190 | 46 190 | 462 257 CHF | 462 720 CHF | 99,93% | 99,93% |
08/11/2024 | 0,10% | 10,02 CHF | 10,03 CHF | 120 000 | 120 000 | 46 346 | 46 346 | 466 568 CHF | 467 032 CHF | 100,00% | 100,00% |
07/11/2024 | 0,10% | 10,01 CHF | 10,02 CHF | 120 000 | 120 000 | 47 548 | 47 548 | 473 637 CHF | 474 113 CHF | 99,76% | 99,76% |