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 | 0.41% | 12.30 CHF | 12.35 CHF | 16'917 | 16'917 | 16'867 | 16'867 | 206'343 CHF | 207'188 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 12.30 CHF | 12.35 CHF | 17'009 | 17'009 | 16'724 | 16'724 | 208'808 CHF | 209'645 CHF | 98.69% | 98.69% |
18.11.2024 | 0.41% | 12.45 CHF | 12.50 CHF | 16'919 | 16'919 | 16'948 | 16'948 | 205'883 CHF | 206'731 CHF | 100.00% | 100.00% |
15.11.2024 | 0.42% | 11.90 CHF | 11.95 CHF | 17'275 | 17'275 | 17'309 | 17'309 | 205'629 CHF | 206'495 CHF | 70.86% | 70.86% |
14.11.2024 | 0.44% | 11.75 CHF | 11.80 CHF | 17'381 | 17'381 | 17'390 | 17'391 | 199'063 CHF | 199'944 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 12.00 CHF | 12.05 CHF | 17'208 | 17'208 | 17'020 | 17'028 | 206'516 CHF | 207'460 CHF | 99.90% | 99.90% |
12.11.2024 | 0.43% | 11.85 CHF | 11.90 CHF | 17'345 | 17'345 | 17'267 | 17'267 | 203'010 CHF | 203'874 CHF | 100.00% | 100.00% |
11.11.2024 | 0.41% | 11.75 CHF | 11.80 CHF | 17'483 | 17'483 | 16'998 | 16'995 | 208'461 CHF | 209'283 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 12.45 CHF | 12.50 CHF | 17'108 | 17'108 | 16'926 | 16'926 | 212'697 CHF | 213'544 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 12.80 CHF | 12.85 CHF | 17'006 | 17'006 | 17'033 | 17'033 | 212'192 CHF | 213'045 CHF | 100.00% | 100.00% |