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 | 0.11% | 13.74 CHF | 13.75 CHF | 94'000 | 94'000 | 51'153 | 51'153 | 707'160 CHF | 707'867 CHF | 99.90% | 99.90% |
19.11.2024 | 0.11% | 13.89 CHF | 13.90 CHF | 93'000 | 93'000 | 51'518 | 51'518 | 710'741 CHF | 711'456 CHF | 100.00% | 100.00% |
18.11.2024 | 0.11% | 13.89 CHF | 13.90 CHF | 93'000 | 93'000 | 51'615 | 51'615 | 709'707 CHF | 710'424 CHF | 99.89% | 99.89% |
15.11.2024 | 0.11% | 13.66 CHF | 13.67 CHF | 94'000 | 94'000 | 51'789 | 51'789 | 711'344 CHF | 712'062 CHF | 99.90% | 99.90% |
14.11.2024 | 0.11% | 13.79 CHF | 13.80 CHF | 94'000 | 94'000 | 51'817 | 51'817 | 710'296 CHF | 711'016 CHF | 99.39% | 99.39% |
13.11.2024 | 0.11% | 13.56 CHF | 13.57 CHF | 95'000 | 95'000 | 52'265 | 52'265 | 706'025 CHF | 706'748 CHF | 100.00% | 100.00% |
12.11.2024 | 0.11% | 13.60 CHF | 13.61 CHF | 95'000 | 95'000 | 52'269 | 52'269 | 706'542 CHF | 707'266 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 13.42 CHF | 13.43 CHF | 95'000 | 95'000 | 52'071 | 52'071 | 706'223 CHF | 706'945 CHF | 99.65% | 99.65% |
08.11.2024 | 0.11% | 13.59 CHF | 13.60 CHF | 95'000 | 95'000 | 52'091 | 52'091 | 709'625 CHF | 710'347 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 13.51 CHF | 13.52 CHF | 95'000 | 95'000 | 53'015 | 53'015 | 711'220 CHF | 711'957 CHF | 100.00% | 100.00% |