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 | 0.40% | 12.70 CHF | 12.75 CHF | 16'933 | 16'933 | 16'867 | 16'867 | 212'639 CHF | 213'483 CHF | 100.00% | 100.00% |
19.11.2024 | 0.39% | 12.70 CHF | 12.75 CHF | 17'013 | 17'013 | 16'725 | 16'725 | 215'056 CHF | 215'893 CHF | 98.69% | 98.69% |
18.11.2024 | 0.40% | 12.80 CHF | 12.85 CHF | 16'931 | 16'931 | 16'946 | 16'946 | 212'249 CHF | 213'097 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 12.25 CHF | 12.30 CHF | 17'275 | 17'275 | 17'310 | 17'310 | 212'162 CHF | 213'028 CHF | 70.82% | 70.82% |
14.11.2024 | 0.43% | 12.15 CHF | 12.20 CHF | 17'399 | 17'399 | 17'393 | 17'393 | 205'620 CHF | 206'490 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 12.40 CHF | 12.45 CHF | 17'213 | 17'213 | 17'029 | 17'029 | 212'955 CHF | 213'807 CHF | 99.91% | 99.91% |
12.11.2024 | 0.42% | 12.20 CHF | 12.25 CHF | 17'360 | 17'360 | 17'267 | 17'267 | 209'424 CHF | 210'289 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 12.10 CHF | 12.15 CHF | 17'472 | 17'472 | 16'998 | 16'998 | 214'774 CHF | 215'624 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 12.85 CHF | 12.90 CHF | 17'112 | 17'112 | 16'929 | 16'929 | 218'993 CHF | 219'841 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 13.15 CHF | 13.20 CHF | 17'016 | 17'016 | 17'033 | 17'033 | 218'470 CHF | 219'322 CHF | 100.00% | 100.00% |