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 | 0,09% | 10,57 CHF | 10,58 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 743 794 CHF | 744 494 CHF | 100,00% | 100,00% |
19/11/2024 | 0,09% | 10,65 CHF | 10,66 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 743 837 CHF | 744 537 CHF | 100,00% | 100,00% |
18/11/2024 | 0,09% | 10,73 CHF | 10,74 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 747 965 CHF | 748 665 CHF | 100,00% | 100,00% |
15/11/2024 | 0,09% | 10,67 CHF | 10,68 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 750 910 CHF | 751 610 CHF | 100,00% | 100,00% |
14/11/2024 | 0,09% | 10,84 CHF | 10,85 CHF | 70 000 | 70 000 | 69 893 | 69 893 | 755 550 CHF | 756 252 CHF | 100,00% | 100,00% |
13/11/2024 | 0,09% | 10,78 CHF | 10,79 CHF | 70 000 | 70 000 | 69 895 | 69 895 | 753 987 CHF | 754 688 CHF | 100,00% | 100,00% |
12/11/2024 | 0,09% | 10,92 CHF | 10,93 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 769 882 CHF | 770 582 CHF | 100,00% | 100,00% |
11/11/2024 | 0,09% | 11,09 CHF | 11,10 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 774 692 CHF | 775 392 CHF | 100,00% | 100,00% |
08/11/2024 | 0,09% | 10,95 CHF | 10,96 CHF | 70 000 | 70 000 | 69 902 | 69 902 | 763 758 CHF | 764 459 CHF | 100,00% | 100,00% |
07/11/2024 | 0,09% | 10,96 CHF | 10,97 CHF | 70 000 | 70 000 | 69 907 | 69 907 | 764 097 CHF | 764 796 CHF | 100,00% | 100,00% |