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 | 0.43% | 11.70 CHF | 11.75 CHF | 16'917 | 16'917 | 16'867 | 16'867 | 196'208 CHF | 197'052 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 11.70 CHF | 11.75 CHF | 17'009 | 17'009 | 16'723 | 16'723 | 198'785 CHF | 199'622 CHF | 98.69% | 98.69% |
18.11.2024 | 0.44% | 11.85 CHF | 11.90 CHF | 16'919 | 16'919 | 16'948 | 16'948 | 195'696 CHF | 196'544 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 11.30 CHF | 11.35 CHF | 17'277 | 17'277 | 17'308 | 17'308 | 195'203 CHF | 196'068 CHF | 70.79% | 70.79% |
14.11.2024 | 0.46% | 11.15 CHF | 11.20 CHF | 17'383 | 17'383 | 17'390 | 17'390 | 188'555 CHF | 189'425 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 11.40 CHF | 11.45 CHF | 17'208 | 17'208 | 17'027 | 17'027 | 196'410 CHF | 197'262 CHF | 99.90% | 99.90% |
12.11.2024 | 0.45% | 11.25 CHF | 11.30 CHF | 17'346 | 17'346 | 17'268 | 17'268 | 192'691 CHF | 193'555 CHF | 100.00% | 100.00% |
11.11.2024 | 0.43% | 11.15 CHF | 11.20 CHF | 17'483 | 17'483 | 16'998 | 16'998 | 198'360 CHF | 199'211 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 11.90 CHF | 11.95 CHF | 17'109 | 17'109 | 16'927 | 16'927 | 202'749 CHF | 203'597 CHF | 100.00% | 100.00% |
07.11.2024 | 0.42% | 12.20 CHF | 12.25 CHF | 17'011 | 17'011 | 17'034 | 17'034 | 202'102 CHF | 202'955 CHF | 100.00% | 100.00% |