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 | 0.13% | 12.13 CHF | 12.14 CHF | 94'000 | 94'000 | 51'154 | 51'154 | 624'827 CHF | 625'535 CHF | 99.90% | 99.90% |
19.11.2024 | 0.13% | 12.29 CHF | 12.30 CHF | 93'000 | 93'000 | 51'518 | 51'518 | 628'117 CHF | 628'832 CHF | 100.00% | 100.00% |
18.11.2024 | 0.13% | 12.28 CHF | 12.29 CHF | 93'000 | 93'000 | 51'616 | 51'616 | 626'546 CHF | 627'263 CHF | 99.89% | 99.89% |
15.11.2024 | 0.13% | 12.05 CHF | 12.06 CHF | 94'000 | 94'000 | 51'789 | 51'789 | 627'771 CHF | 628'490 CHF | 99.90% | 99.90% |
14.11.2024 | 0.13% | 12.18 CHF | 12.19 CHF | 94'000 | 94'000 | 51'825 | 51'825 | 626'813 CHF | 627'533 CHF | 99.34% | 99.34% |
13.11.2024 | 0.13% | 11.95 CHF | 11.96 CHF | 95'000 | 95'000 | 52'264 | 52'264 | 622'242 CHF | 622'966 CHF | 100.00% | 100.00% |
12.11.2024 | 0.13% | 12.00 CHF | 12.01 CHF | 95'000 | 95'000 | 52'270 | 52'270 | 622'935 CHF | 623'659 CHF | 100.00% | 100.00% |
11.11.2024 | 0.13% | 11.82 CHF | 11.83 CHF | 95'000 | 95'000 | 52'073 | 52'073 | 623'138 CHF | 623'860 CHF | 99.65% | 99.65% |
08.11.2024 | 0.13% | 12.00 CHF | 12.01 CHF | 95'000 | 95'000 | 52'091 | 52'091 | 627'218 CHF | 627'940 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 11.93 CHF | 11.94 CHF | 95'000 | 95'000 | 53'014 | 53'014 | 627'181 CHF | 627'917 CHF | 100.00% | 100.00% |