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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,35% | 10,40 CHF | 10,42 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 103 720 CHF | 60 491 CHF | 99,14% | 99,14% |
20/11/2024 | 0,37% | 9,09 CHF | 9,10 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 92 399 CHF | 53 688 CHF | 99,67% | 99,67% |
19/11/2024 | 0,38% | 8,89 CHF | 8,90 CHF | 10 000 | 10 000 | 10 000 | 5 806 | 88 553 CHF | 51 491 CHF | 99,08% | 99,08% |
18/11/2024 | 0,36% | 9,09 CHF | 9,10 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 93 735 CHF | 54 305 CHF | 99,62% | 99,62% |
15/11/2024 | 0,36% | 9,37 CHF | 9,38 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 95 377 CHF | 55 335 CHF | 99,65% | 99,65% |
14/11/2024 | 0,33% | 10,12 CHF | 10,14 CHF | 10 000 | 10 000 | 10 000 | 5 800 | 106 775 CHF | 61 464 CHF | 99,67% | 99,67% |
13/11/2024 | 0,34% | 11,10 CHF | 11,12 CHF | 10 000 | 10 000 | 10 000 | 5 871 | 107 007 CHF | 63 346 CHF | 97,55% | 97,55% |
12/11/2024 | 0,34% | 11,00 CHF | 11,02 CHF | 10 000 | 10 000 | 10 000 | 5 839 | 105 968 CHF | 62 514 CHF | 95,10% | 95,10% |
11/11/2024 | 0,39% | 10,52 CHF | 10,54 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 94 504 CHF | 56 084 CHF | 99,55% | 99,55% |
08/11/2024 | 0,43% | 8,43 CHF | 8,44 CHF | 10 000 | 10 000 | 10 000 | 5 810 | 79 015 CHF | 46 361 CHF | 99,67% | 99,67% |