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 | 0.14% | 11.14 CHF | 11.15 CHF | 94'000 | 94'000 | 51'153 | 51'153 | 574'346 CHF | 575'054 CHF | 99.90% | 99.90% |
19.11.2024 | 0.14% | 11.30 CHF | 11.31 CHF | 93'000 | 93'000 | 51'518 | 51'518 | 577'427 CHF | 578'141 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 11.30 CHF | 11.31 CHF | 93'000 | 93'000 | 51'614 | 51'614 | 575'540 CHF | 576'257 CHF | 99.89% | 99.89% |
15.11.2024 | 0.14% | 11.06 CHF | 11.07 CHF | 94'000 | 94'000 | 51'789 | 51'789 | 576'547 CHF | 577'266 CHF | 99.90% | 99.90% |
14.11.2024 | 0.14% | 11.19 CHF | 11.20 CHF | 94'000 | 94'000 | 52'043 | 52'043 | 577'961 CHF | 578'683 CHF | 97.43% | 97.43% |
13.11.2024 | 0.14% | 10.97 CHF | 10.98 CHF | 95'000 | 95'000 | 52'265 | 52'265 | 570'894 CHF | 571'617 CHF | 100.00% | 100.00% |
12.11.2024 | 0.14% | 11.02 CHF | 11.03 CHF | 95'000 | 95'000 | 52'667 | 52'667 | 576'025 CHF | 576'748 CHF | 97.22% | 97.22% |
11.11.2024 | 0.14% | 10.84 CHF | 10.85 CHF | 95'000 | 95'000 | 52'071 | 52'071 | 572'151 CHF | 572'873 CHF | 99.66% | 99.66% |
08.11.2024 | 0.14% | 11.03 CHF | 11.04 CHF | 95'000 | 95'000 | 50'696 | 50'696 | 561'265 CHF | 561'980 CHF | 85.40% | 85.40% |
07.11.2024 | 0.14% | 10.96 CHF | 10.97 CHF | 95'000 | 95'000 | 53'016 | 53'016 | 575'690 CHF | 576'426 CHF | 100.00% | 100.00% |