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 | 0.13% | 12.70 CHF | 12.71 CHF | 97'000 | 97'000 | 31'032 | 31'032 | 393'895 CHF | 394'258 CHF | 99.90% | 99.90% |
19.11.2024 | 0.13% | 12.25 CHF | 12.26 CHF | 100'000 | 100'000 | 31'802 | 31'802 | 386'063 CHF | 386'434 CHF | 100.00% | 100.00% |
18.11.2024 | 0.13% | 12.08 CHF | 12.09 CHF | 100'000 | 100'000 | 32'130 | 32'130 | 379'268 CHF | 379'644 CHF | 99.88% | 99.88% |
15.11.2024 | 0.13% | 11.71 CHF | 11.72 CHF | 105'000 | 105'000 | 32'508 | 32'508 | 384'704 CHF | 385'082 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 12.04 CHF | 12.05 CHF | 100'000 | 100'000 | 31'879 | 31'879 | 383'289 CHF | 383'661 CHF | 100.00% | 100.00% |
13.11.2024 | 0.13% | 11.86 CHF | 11.87 CHF | 100'000 | 100'000 | 33'280 | 33'280 | 391'542 CHF | 391'931 CHF | 100.00% | 100.00% |
12.11.2024 | 0.14% | 11.48 CHF | 11.49 CHF | 105'000 | 105'000 | 33'754 | 33'754 | 387'223 CHF | 387'619 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 11.34 CHF | 11.35 CHF | 105'000 | 105'000 | 33'765 | 33'765 | 380'382 CHF | 380'778 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 11.04 CHF | 11.05 CHF | 110'000 | 110'000 | 34'853 | 34'853 | 386'693 CHF | 387'100 CHF | 100.00% | 100.00% |
07.11.2024 | 0.14% | 11.00 CHF | 11.01 CHF | 110'000 | 110'000 | 35'064 | 35'064 | 382'337 CHF | 382'746 CHF | 100.00% | 100.00% |