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 | 0.67% | 10.37 CHF | 10.44 CHF | 19'286 | 19'157 | 19'277 | 19'148 | 199'995 CHF | 199'995 CHF | 99.98% | 99.98% |
19.11.2024 | 0.69% | 10.36 CHF | 10.43 CHF | 19'305 | 19'175 | 19'209 | 19'078 | 199'995 CHF | 199'994 CHF | 99.93% | 99.93% |
18.11.2024 | 0.76% | 10.56 CHF | 10.64 CHF | 18'439 | 18'771 | 19'012 | 18'859 | 199'832 CHF | 199'729 CHF | 99.95% | 99.95% |
15.11.2024 | 0.75% | 10.65 CHF | 10.73 CHF | 17'827 | 18'639 | 18'242 | 18'607 | 194'606 CHF | 199'994 CHF | 99.93% | 99.93% |
14.11.2024 | 0.75% | 10.63 CHF | 10.71 CHF | 18'765 | 18'674 | 18'845 | 18'753 | 199'469 CHF | 199'995 CHF | 99.89% | 99.89% |
13.11.2024 | 0.76% | 10.56 CHF | 10.64 CHF | 18'925 | 18'728 | 18'938 | 18'800 | 199'900 CHF | 199'945 CHF | 99.94% | 99.94% |
12.11.2024 | 0.74% | 10.58 CHF | 10.66 CHF | 18'695 | 18'756 | 18'539 | 18'494 | 198'989 CHF | 199'985 CHF | 99.92% | 99.92% |
11.11.2024 | 0.76% | 10.84 CHF | 10.92 CHF | 18'290 | 18'315 | 18'351 | 17'689 | 199'702 CHF | 193'968 CHF | 99.93% | 99.93% |
08.11.2024 | 0.74% | 10.79 CHF | 10.87 CHF | 18'535 | 18'399 | 18'435 | 18'300 | 199'997 CHF | 199'995 CHF | 99.90% | 99.90% |
07.11.2024 | 0.79% | 10.92 CHF | 11.01 CHF | 18'315 | 18'165 | 18'286 | 18'197 | 199'401 CHF | 199'995 CHF | 99.97% | 99.97% |