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 | 0.12% | 12.86 CHF | 12.87 CHF | 93'000 | 93'000 | 29'978 | 29'978 | 383'336 CHF | 383'687 CHF | 99.91% | 99.91% |
20.11.2024 | 0.13% | 12.28 CHF | 12.29 CHF | 97'000 | 97'000 | 31'034 | 31'034 | 380'847 CHF | 381'210 CHF | 99.90% | 99.90% |
19.11.2024 | 0.13% | 11.83 CHF | 11.84 CHF | 100'000 | 100'000 | 31'803 | 31'803 | 372'762 CHF | 373'132 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 11.66 CHF | 11.67 CHF | 100'000 | 100'000 | 32'040 | 32'040 | 364'857 CHF | 365'231 CHF | 99.45% | 99.45% |
15.11.2024 | 0.13% | 11.29 CHF | 11.30 CHF | 105'000 | 105'000 | 32'483 | 32'483 | 370'770 CHF | 371'148 CHF | 99.95% | 99.95% |
14.11.2024 | 0.13% | 11.62 CHF | 11.63 CHF | 100'000 | 100'000 | 31'838 | 31'838 | 369'417 CHF | 369'788 CHF | 99.94% | 99.94% |
13.11.2024 | 0.14% | 11.44 CHF | 11.45 CHF | 100'000 | 100'000 | 33'264 | 33'264 | 377'475 CHF | 377'864 CHF | 99.97% | 99.97% |
12.11.2024 | 0.14% | 11.06 CHF | 11.07 CHF | 105'000 | 105'000 | 33'750 | 33'750 | 373'162 CHF | 373'558 CHF | 99.99% | 99.99% |
11.11.2024 | 0.14% | 10.93 CHF | 10.94 CHF | 105'000 | 105'000 | 33'770 | 33'770 | 366'470 CHF | 366'866 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 10.63 CHF | 10.64 CHF | 110'000 | 110'000 | 34'854 | 34'854 | 372'414 CHF | 372'821 CHF | 100.00% | 100.00% |