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 | 0.17% | 11.51 CHF | 11.53 CHF | 21'000 | 21'000 | 21'000 | 21'000 | 243'044 CHF | 243'464 CHF | 99.43% | 99.43% |
19.11.2024 | 0.18% | 11.41 CHF | 11.43 CHF | 21'000 | 21'000 | 21'033 | 21'033 | 240'042 CHF | 240'463 CHF | 100.00% | 100.00% |
18.11.2024 | 0.17% | 11.47 CHF | 11.49 CHF | 21'000 | 21'000 | 21'000 | 21'000 | 240'494 CHF | 240'914 CHF | 99.88% | 99.88% |
15.11.2024 | 0.18% | 11.36 CHF | 11.38 CHF | 21'000 | 21'000 | 21'773 | 21'773 | 245'148 CHF | 245'583 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 11.47 CHF | 11.49 CHF | 21'000 | 21'000 | 21'798 | 21'798 | 245'768 CHF | 246'204 CHF | 98.59% | 98.59% |
13.11.2024 | 0.17% | 11.48 CHF | 11.50 CHF | 21'000 | 21'000 | 21'000 | 21'000 | 240'986 CHF | 241'406 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 11.27 CHF | 11.29 CHF | 22'000 | 22'000 | 21'097 | 21'097 | 240'288 CHF | 240'710 CHF | 99.90% | 99.90% |
11.11.2024 | 0.17% | 11.58 CHF | 11.60 CHF | 21'000 | 21'000 | 21'000 | 21'000 | 243'728 CHF | 244'148 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 11.57 CHF | 11.59 CHF | 21'000 | 21'000 | 21'000 | 21'000 | 242'744 CHF | 243'164 CHF | 98.30% | 98.30% |
07.11.2024 | 0.17% | 11.65 CHF | 11.67 CHF | 21'000 | 21'000 | 21'000 | 21'000 | 245'668 CHF | 246'088 CHF | 100.00% | 100.00% |