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 | 0.13% | 12.13 CHF | 12.14 CHF | 97'000 | 97'000 | 31'029 | 31'029 | 376'114 CHF | 376'477 CHF | 99.89% | 99.89% |
19.11.2024 | 0.13% | 11.68 CHF | 11.69 CHF | 100'000 | 100'000 | 31'805 | 31'805 | 367'964 CHF | 368'335 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 11.51 CHF | 11.52 CHF | 100'000 | 100'000 | 32'126 | 32'126 | 360'839 CHF | 361'215 CHF | 99.87% | 99.87% |
15.11.2024 | 0.14% | 11.14 CHF | 11.15 CHF | 105'000 | 105'000 | 32'510 | 32'510 | 366'066 CHF | 366'444 CHF | 100.00% | 100.00% |
14.11.2024 | 0.14% | 11.46 CHF | 11.47 CHF | 100'000 | 100'000 | 31'867 | 31'867 | 364'861 CHF | 365'232 CHF | 100.00% | 100.00% |
13.11.2024 | 0.14% | 11.29 CHF | 11.30 CHF | 100'000 | 100'000 | 33'288 | 33'288 | 372'667 CHF | 373'056 CHF | 100.00% | 100.00% |
12.11.2024 | 0.14% | 10.91 CHF | 10.92 CHF | 105'000 | 105'000 | 33'765 | 33'765 | 368'146 CHF | 368'542 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 10.77 CHF | 10.78 CHF | 105'000 | 105'000 | 33'772 | 33'772 | 361'307 CHF | 361'703 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 10.48 CHF | 10.49 CHF | 110'000 | 110'000 | 34'863 | 34'863 | 367'200 CHF | 367'606 CHF | 100.00% | 100.00% |
07.11.2024 | 0.15% | 10.43 CHF | 10.44 CHF | 110'000 | 110'000 | 35'065 | 35'065 | 362'622 CHF | 363'031 CHF | 100.00% | 100.00% |