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 | 1.08% | 10.54 CHF | 10.56 CHF | 11'600 | 11'600 | 5'195 | 5'195 | 55'462 CHF | 55'882 CHF | 99.89% | 99.89% |
19.11.2024 | 1.09% | 10.70 CHF | 10.72 CHF | 11'500 | 11'500 | 5'206 | 5'206 | 55'285 CHF | 55'704 CHF | 100.00% | 100.00% |
18.11.2024 | 1.04% | 11.19 CHF | 11.21 CHF | 11'300 | 11'300 | 5'052 | 5'052 | 57'109 CHF | 57'522 CHF | 99.59% | 99.59% |
15.11.2024 | 1.06% | 11.24 CHF | 11.26 CHF | 10'400 | 10'400 | 4'623 | 4'623 | 56'129 CHF | 56'542 CHF | 99.58% | 99.58% |
14.11.2024 | 1.06% | 12.66 CHF | 12.68 CHF | 10'500 | 10'500 | 4'724 | 4'724 | 58'356 CHF | 58'779 CHF | 100.00% | 100.00% |
13.11.2024 | 1.05% | 12.16 CHF | 12.18 CHF | 10'300 | 10'300 | 4'633 | 4'633 | 56'754 CHF | 57'167 CHF | 99.47% | 99.47% |
12.11.2024 | 1.09% | 12.87 CHF | 12.90 CHF | 9'900 | 9'900 | 4'441 | 4'441 | 57'068 CHF | 57'508 CHF | 99.86% | 99.86% |
11.11.2024 | 1.05% | 13.02 CHF | 13.04 CHF | 10'300 | 10'300 | 4'570 | 4'570 | 58'407 CHF | 58'816 CHF | 99.27% | 99.27% |
08.11.2024 | 1.05% | 12.63 CHF | 12.65 CHF | 10'800 | 10'800 | 4'854 | 4'854 | 58'656 CHF | 59'063 CHF | 99.20% | 99.20% |
07.11.2024 | 1.05% | 11.75 CHF | 11.77 CHF | 10'900 | 10'900 | 4'892 | 4'892 | 57'237 CHF | 57'652 CHF | 99.90% | 99.90% |