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 | 0.47% | 10.90 CHF | 10.95 CHF | 16'923 | 16'923 | 16'868 | 16'868 | 182'026 CHF | 182'871 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 10.90 CHF | 10.95 CHF | 17'013 | 17'013 | 16'724 | 16'724 | 184'757 CHF | 185'594 CHF | 98.69% | 98.69% |
18.11.2024 | 0.47% | 11.00 CHF | 11.05 CHF | 16'922 | 16'922 | 16'946 | 16'946 | 181'357 CHF | 182'205 CHF | 100.00% | 100.00% |
15.11.2024 | 0.48% | 10.45 CHF | 10.50 CHF | 17'275 | 17'275 | 17'309 | 17'309 | 180'620 CHF | 181'485 CHF | 70.78% | 70.78% |
14.11.2024 | 0.33% | 10.30 CHF | 10.35 CHF | 17'390 | 17'390 | 17'392 | 17'392 | 174'059 CHF | 174'631 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 10.55 CHF | 10.60 CHF | 17'207 | 17'207 | 17'028 | 17'028 | 182'135 CHF | 182'987 CHF | 99.90% | 99.90% |
12.11.2024 | 0.49% | 10.40 CHF | 10.45 CHF | 17'356 | 17'356 | 17'268 | 17'268 | 178'238 CHF | 179'102 CHF | 100.00% | 100.00% |
11.11.2024 | 0.47% | 10.30 CHF | 10.35 CHF | 17'471 | 17'471 | 16'998 | 16'998 | 184'156 CHF | 185'007 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 11.05 CHF | 11.10 CHF | 17'112 | 17'112 | 16'929 | 16'929 | 188'731 CHF | 189'578 CHF | 100.00% | 100.00% |
07.11.2024 | 0.46% | 11.40 CHF | 11.45 CHF | 16'994 | 16'994 | 17'034 | 17'034 | 187'973 CHF | 188'826 CHF | 100.00% | 100.00% |