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 | 0.44% | 11.50 CHF | 11.55 CHF | 16'924 | 16'924 | 16'868 | 16'868 | 192'228 CHF | 193'072 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 11.50 CHF | 11.55 CHF | 17'013 | 17'013 | 16'724 | 16'724 | 194'799 CHF | 195'636 CHF | 98.69% | 98.69% |
18.11.2024 | 0.45% | 11.60 CHF | 11.65 CHF | 16'925 | 16'925 | 16'944 | 16'944 | 191'560 CHF | 192'408 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 11.05 CHF | 11.10 CHF | 17'275 | 17'275 | 17'309 | 17'309 | 191'106 CHF | 191'972 CHF | 70.80% | 70.80% |
14.11.2024 | 0.48% | 10.95 CHF | 11.00 CHF | 17'388 | 17'388 | 17'391 | 17'391 | 184'451 CHF | 185'321 CHF | 100.00% | 100.00% |
13.11.2024 | 0.45% | 11.15 CHF | 11.20 CHF | 17'209 | 17'209 | 17'028 | 17'028 | 192'352 CHF | 193'204 CHF | 99.91% | 99.91% |
12.11.2024 | 0.46% | 11.00 CHF | 11.05 CHF | 17'353 | 17'353 | 17'267 | 17'267 | 188'609 CHF | 189'473 CHF | 100.00% | 100.00% |
11.11.2024 | 0.44% | 10.90 CHF | 10.95 CHF | 17'471 | 17'471 | 16'997 | 16'997 | 194'318 CHF | 195'168 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 11.65 CHF | 11.70 CHF | 17'112 | 17'112 | 16'927 | 16'927 | 198'770 CHF | 199'617 CHF | 100.00% | 100.00% |
07.11.2024 | 0.43% | 12.00 CHF | 12.05 CHF | 16'991 | 16'991 | 17'034 | 17'034 | 198'123 CHF | 198'976 CHF | 100.00% | 100.00% |