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 | 0.19% | 9.75 CHF | 9.77 CHF | 12'200 | 12'200 | 12'150 | 12'150 | 124'677 CHF | 124'920 CHF | 100.00% | 100.00% |
19.11.2024 | 0.19% | 10.29 CHF | 10.31 CHF | 11'800 | 11'800 | 11'751 | 11'751 | 120'636 CHF | 120'871 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 11.11 CHF | 11.13 CHF | 12'100 | 12'100 | 12'048 | 12'048 | 132'971 CHF | 133'212 CHF | 100.00% | 100.00% |
15.11.2024 | 0.19% | 10.78 CHF | 10.80 CHF | 12'400 | 12'400 | 12'349 | 12'349 | 133'118 CHF | 133'365 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 10.41 CHF | 10.43 CHF | 13'200 | 13'200 | 13'145 | 13'145 | 132'249 CHF | 132'512 CHF | 99.35% | 99.35% |
13.11.2024 | 0.21% | 9.32 CHF | 9.34 CHF | 12'700 | 12'700 | 12'693 | 12'693 | 120'635 CHF | 120'888 CHF | 100.00% | 100.00% |
12.11.2024 | 0.19% | 9.92 CHF | 9.94 CHF | 12'100 | 12'100 | 12'050 | 12'050 | 127'671 CHF | 127'912 CHF | 100.00% | 100.00% |
11.11.2024 | 0.19% | 10.74 CHF | 10.76 CHF | 12'400 | 12'400 | 12'349 | 12'349 | 129'278 CHF | 129'525 CHF | 99.93% | 99.93% |
08.11.2024 | 0.19% | 10.12 CHF | 10.14 CHF | 11'400 | 11'400 | 11'353 | 11'353 | 118'246 CHF | 118'473 CHF | 100.00% | 100.00% |
07.11.2024 | 0.18% | 11.75 CHF | 11.77 CHF | 12'100 | 12'100 | 12'184 | 12'184 | 139'111 CHF | 139'355 CHF | 100.00% | 100.00% |