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 | 0.48% | 10.50 CHF | 10.55 CHF | 16'919 | 16'919 | 16'867 | 16'867 | 175'852 CHF | 176'696 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 10.50 CHF | 10.55 CHF | 17'007 | 17'007 | 16'724 | 16'724 | 178'682 CHF | 179'519 CHF | 98.70% | 98.70% |
18.11.2024 | 0.49% | 10.65 CHF | 10.70 CHF | 16'914 | 16'914 | 16'948 | 16'948 | 175'244 CHF | 176'092 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 10.05 CHF | 10.10 CHF | 17'270 | 17'270 | 17'308 | 17'308 | 174'306 CHF | 175'085 CHF | 70.95% | 70.95% |
14.11.2024 | 0.32% | 9.97 CHF | 10.00 CHF | 17'388 | 17'388 | 17'390 | 17'390 | 167'702 CHF | 168'227 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 10.20 CHF | 10.25 CHF | 17'208 | 17'208 | 17'028 | 17'028 | 175'955 CHF | 176'807 CHF | 99.91% | 99.91% |
12.11.2024 | 0.39% | 10.05 CHF | 10.10 CHF | 17'346 | 17'346 | 17'268 | 17'268 | 172'093 CHF | 172'755 CHF | 100.00% | 100.00% |
11.11.2024 | 0.47% | 9.96 CHF | 9.99 CHF | 17'475 | 17'475 | 16'998 | 16'998 | 178'045 CHF | 178'872 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 10.70 CHF | 10.75 CHF | 17'112 | 17'112 | 16'928 | 16'928 | 182'683 CHF | 183'531 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 11.00 CHF | 11.05 CHF | 16'991 | 16'991 | 17'033 | 17'033 | 181'852 CHF | 182'704 CHF | 100.00% | 100.00% |