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 | 0.12% | 13.33 CHF | 13.34 CHF | 94'000 | 94'000 | 51'153 | 51'153 | 686'472 CHF | 687'180 CHF | 99.89% | 99.89% |
19.11.2024 | 0.12% | 13.49 CHF | 13.50 CHF | 93'000 | 93'000 | 51'518 | 51'518 | 690'020 CHF | 690'735 CHF | 100.00% | 100.00% |
18.11.2024 | 0.12% | 13.49 CHF | 13.50 CHF | 93'000 | 93'000 | 51'614 | 51'614 | 688'834 CHF | 689'551 CHF | 99.89% | 99.89% |
15.11.2024 | 0.12% | 13.26 CHF | 13.27 CHF | 94'000 | 94'000 | 51'788 | 51'788 | 690'350 CHF | 691'069 CHF | 99.90% | 99.90% |
14.11.2024 | 0.12% | 13.39 CHF | 13.40 CHF | 94'000 | 94'000 | 51'820 | 51'820 | 689'383 CHF | 690'103 CHF | 99.39% | 99.39% |
13.11.2024 | 0.12% | 13.15 CHF | 13.16 CHF | 95'000 | 95'000 | 52'264 | 52'264 | 684'978 CHF | 685'702 CHF | 100.00% | 100.00% |
12.11.2024 | 0.12% | 13.20 CHF | 13.21 CHF | 95'000 | 95'000 | 52'270 | 52'270 | 685'543 CHF | 686'266 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 13.02 CHF | 13.03 CHF | 95'000 | 95'000 | 52'071 | 52'071 | 685'334 CHF | 686'056 CHF | 99.65% | 99.65% |
08.11.2024 | 0.12% | 13.19 CHF | 13.20 CHF | 95'000 | 95'000 | 52'091 | 52'091 | 688'949 CHF | 689'671 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 13.11 CHF | 13.12 CHF | 95'000 | 95'000 | 53'015 | 53'015 | 690'114 CHF | 690'851 CHF | 100.00% | 100.00% |