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% | 11.24 CHF | 11.25 CHF | 94'000 | 94'000 | 51'155 | 51'155 | 579'313 CHF | 580'021 CHF | 99.90% | 99.90% |
19.11.2024 | 0.14% | 11.40 CHF | 11.41 CHF | 93'000 | 93'000 | 51'517 | 51'517 | 582'371 CHF | 583'085 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 11.39 CHF | 11.40 CHF | 93'000 | 93'000 | 51'616 | 51'616 | 580'535 CHF | 581'253 CHF | 99.90% | 99.90% |
15.11.2024 | 0.14% | 11.16 CHF | 11.17 CHF | 94'000 | 94'000 | 51'790 | 51'790 | 581'554 CHF | 582'273 CHF | 99.90% | 99.90% |
14.11.2024 | 0.14% | 11.29 CHF | 11.30 CHF | 94'000 | 94'000 | 51'825 | 51'825 | 580'533 CHF | 581'253 CHF | 99.34% | 99.34% |
13.11.2024 | 0.14% | 11.06 CHF | 11.07 CHF | 95'000 | 95'000 | 52'264 | 52'264 | 575'932 CHF | 576'656 CHF | 100.00% | 100.00% |
12.11.2024 | 0.14% | 11.12 CHF | 11.13 CHF | 95'000 | 95'000 | 52'269 | 52'269 | 576'617 CHF | 577'341 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 10.94 CHF | 10.95 CHF | 95'000 | 95'000 | 52'074 | 52'074 | 577'165 CHF | 577'887 CHF | 99.65% | 99.65% |
08.11.2024 | 0.14% | 11.12 CHF | 11.13 CHF | 95'000 | 95'000 | 52'091 | 52'091 | 581'635 CHF | 582'357 CHF | 100.00% | 100.00% |
07.11.2024 | 0.14% | 11.05 CHF | 11.06 CHF | 95'000 | 95'000 | 53'014 | 53'014 | 580'731 CHF | 581'467 CHF | 100.00% | 100.00% |