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% | 12.61 CHF | 12.62 CHF | 94'000 | 94'000 | 51'154 | 51'154 | 649'380 CHF | 650'088 CHF | 99.90% | 99.90% |
19.11.2024 | 0.12% | 12.77 CHF | 12.78 CHF | 93'000 | 93'000 | 51'518 | 51'518 | 652'752 CHF | 653'466 CHF | 100.00% | 100.00% |
18.11.2024 | 0.12% | 12.76 CHF | 12.77 CHF | 93'000 | 93'000 | 51'615 | 51'615 | 651'327 CHF | 652'045 CHF | 99.89% | 99.89% |
15.11.2024 | 0.12% | 12.53 CHF | 12.54 CHF | 94'000 | 94'000 | 51'789 | 51'789 | 652'694 CHF | 653'414 CHF | 99.90% | 99.90% |
14.11.2024 | 0.12% | 12.66 CHF | 12.67 CHF | 94'000 | 94'000 | 51'817 | 51'817 | 651'623 CHF | 652'343 CHF | 99.39% | 99.39% |
13.11.2024 | 0.13% | 12.43 CHF | 12.44 CHF | 95'000 | 95'000 | 52'265 | 52'265 | 647'249 CHF | 647'973 CHF | 100.00% | 100.00% |
12.11.2024 | 0.13% | 12.48 CHF | 12.49 CHF | 95'000 | 95'000 | 52'269 | 52'269 | 647'851 CHF | 648'575 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 12.30 CHF | 12.31 CHF | 95'000 | 95'000 | 52'071 | 52'071 | 647'902 CHF | 648'624 CHF | 99.65% | 99.65% |
08.11.2024 | 0.12% | 12.47 CHF | 12.48 CHF | 95'000 | 95'000 | 52'091 | 52'091 | 651'812 CHF | 652'534 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 12.40 CHF | 12.41 CHF | 95'000 | 95'000 | 53'015 | 53'015 | 652'269 CHF | 653'005 CHF | 100.00% | 100.00% |