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 | 0.22% | 12.76 CHF | 12.79 CHF | 29'900 | 29'900 | 13'275 | 13'275 | 175'321 CHF | 175'694 CHF | 99.90% | 99.90% |
19.11.2024 | 0.22% | 13.31 CHF | 13.33 CHF | 31'200 | 31'200 | 14'008 | 14'008 | 179'866 CHF | 180'218 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 13.40 CHF | 13.42 CHF | 30'400 | 30'400 | 13'548 | 13'548 | 183'138 CHF | 183'479 CHF | 99.90% | 99.90% |
15.11.2024 | 0.20% | 13.73 CHF | 13.76 CHF | 26'400 | 26'400 | 11'417 | 11'417 | 168'905 CHF | 169'251 CHF | 99.69% | 99.69% |
14.11.2024 | 0.23% | 16.16 CHF | 16.19 CHF | 24'500 | 24'500 | 10'661 | 10'661 | 178'461 CHF | 178'835 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 16.18 CHF | 16.21 CHF | 26'200 | 26'200 | 11'843 | 11'843 | 183'575 CHF | 183'930 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 14.45 CHF | 14.48 CHF | 27'700 | 27'700 | 12'401 | 12'401 | 181'360 CHF | 181'733 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 14.61 CHF | 14.64 CHF | 27'100 | 27'100 | 12'027 | 12'027 | 179'968 CHF | 180'329 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 15.08 CHF | 15.11 CHF | 26'400 | 26'400 | 11'792 | 11'792 | 178'859 CHF | 179'213 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 15.59 CHF | 15.62 CHF | 27'500 | 27'500 | 12'289 | 12'289 | 184'836 CHF | 185'206 CHF | 99.33% | 99.33% |