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% | 11.68 CHF | 11.69 CHF | 94'000 | 94'000 | 51'154 | 51'154 | 602'023 CHF | 602'730 CHF | 99.90% | 99.90% |
19.11.2024 | 0.13% | 11.84 CHF | 11.85 CHF | 93'000 | 93'000 | 51'518 | 51'518 | 605'209 CHF | 605'924 CHF | 100.00% | 100.00% |
18.11.2024 | 0.13% | 11.84 CHF | 11.85 CHF | 93'000 | 93'000 | 51'614 | 51'614 | 603'499 CHF | 604'216 CHF | 99.89% | 99.89% |
15.11.2024 | 0.13% | 11.60 CHF | 11.61 CHF | 94'000 | 94'000 | 51'788 | 51'788 | 604'661 CHF | 605'380 CHF | 99.90% | 99.90% |
14.11.2024 | 0.13% | 11.73 CHF | 11.74 CHF | 94'000 | 94'000 | 51'825 | 51'825 | 603'623 CHF | 604'343 CHF | 99.34% | 99.34% |
13.11.2024 | 0.14% | 11.51 CHF | 11.52 CHF | 95'000 | 95'000 | 52'264 | 52'264 | 599'053 CHF | 599'776 CHF | 100.00% | 100.00% |
12.11.2024 | 0.14% | 11.56 CHF | 11.57 CHF | 95'000 | 95'000 | 52'270 | 52'270 | 599'737 CHF | 600'460 CHF | 100.00% | 100.00% |
11.11.2024 | 0.13% | 11.38 CHF | 11.39 CHF | 95'000 | 95'000 | 52'073 | 52'073 | 600'115 CHF | 600'836 CHF | 99.66% | 99.66% |
08.11.2024 | 0.13% | 11.56 CHF | 11.57 CHF | 95'000 | 95'000 | 52'091 | 52'091 | 604'426 CHF | 605'148 CHF | 100.00% | 100.00% |
07.11.2024 | 0.14% | 11.49 CHF | 11.50 CHF | 95'000 | 95'000 | 53'014 | 53'014 | 603'930 CHF | 604'666 CHF | 100.00% | 100.00% |