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 | 0.69% | 12.89 CHF | 12.98 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 131'647 CHF | 99'424 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 12.47 CHF | 12.57 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 124'077 CHF | 93'770 CHF | 85.49% | 85.49% |
18.11.2024 | 0.72% | 12.74 CHF | 12.83 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 126'613 CHF | 95'648 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 12.30 CHF | 12.39 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 118'479 CHF | 89'558 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 12.76 CHF | 12.86 CHF | 10'000 | 7'500 | 9'541 | 7'225 | 113'739 CHF | 86'800 CHF | 99.27% | 99.27% |
13.11.2024 | 0.70% | 12.80 CHF | 12.89 CHF | 10'000 | 7'500 | 9'999 | 7'443 | 127'764 CHF | 95'763 CHF | 99.40% | 99.40% |
12.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11.11.2024 | 0.73% | 13.36 CHF | 13.46 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 134'549 CHF | 101'651 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 13.29 CHF | 13.39 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 132'507 CHF | 100'132 CHF | 100.00% | 100.00% |
07.11.2024 | 0.73% | 13.68 CHF | 13.78 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 138'516 CHF | 104'645 CHF | 90.34% | 90.34% |