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% | 12.15 CHF | 12.16 CHF | 97'000 | 97'000 | 31'002 | 31'002 | 376'247 CHF | 376'610 CHF | 99.85% | 99.85% |
19.11.2024 | 0.13% | 11.70 CHF | 11.71 CHF | 100'000 | 100'000 | 31'803 | 31'803 | 368'477 CHF | 368'847 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 11.52 CHF | 11.53 CHF | 100'000 | 100'000 | 32'021 | 32'021 | 360'294 CHF | 360'669 CHF | 99.48% | 99.48% |
15.11.2024 | 0.14% | 11.16 CHF | 11.17 CHF | 105'000 | 105'000 | 32'489 | 32'489 | 366'417 CHF | 366'795 CHF | 99.97% | 99.97% |
14.11.2024 | 0.14% | 11.48 CHF | 11.49 CHF | 100'000 | 100'000 | 31'832 | 31'832 | 365'019 CHF | 365'390 CHF | 99.95% | 99.95% |
13.11.2024 | 0.14% | 11.30 CHF | 11.31 CHF | 100'000 | 100'000 | 33'261 | 33'261 | 372'955 CHF | 373'344 CHF | 99.97% | 99.97% |
12.11.2024 | 0.14% | 10.93 CHF | 10.94 CHF | 105'000 | 105'000 | 33'755 | 33'755 | 368'662 CHF | 369'057 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 10.79 CHF | 10.80 CHF | 105'000 | 105'000 | 33'736 | 33'736 | 361'571 CHF | 361'966 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 10.50 CHF | 10.51 CHF | 110'000 | 110'000 | 34'853 | 34'853 | 367'764 CHF | 368'171 CHF | 100.00% | 100.00% |
07.11.2024 | 0.15% | 10.45 CHF | 10.46 CHF | 110'000 | 110'000 | 35'065 | 35'065 | 363'328 CHF | 363'737 CHF | 100.00% | 100.00% |