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% | 12.35 CHF | 12.36 CHF | 97'000 | 97'000 | 31'028 | 31'028 | 383'016 CHF | 383'379 CHF | 99.89% | 99.89% |
19.11.2024 | 0.13% | 11.90 CHF | 11.91 CHF | 100'000 | 100'000 | 31'808 | 31'808 | 375'051 CHF | 375'422 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 11.73 CHF | 11.74 CHF | 100'000 | 100'000 | 32'125 | 32'125 | 367'979 CHF | 368'354 CHF | 99.87% | 99.87% |
15.11.2024 | 0.13% | 11.36 CHF | 11.37 CHF | 105'000 | 105'000 | 32'509 | 32'509 | 373'316 CHF | 373'694 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 11.69 CHF | 11.70 CHF | 100'000 | 100'000 | 31'871 | 31'871 | 372'023 CHF | 372'394 CHF | 100.00% | 100.00% |
13.11.2024 | 0.14% | 11.51 CHF | 11.52 CHF | 100'000 | 100'000 | 33'281 | 33'281 | 379'974 CHF | 380'363 CHF | 100.00% | 100.00% |
12.11.2024 | 0.14% | 11.13 CHF | 11.14 CHF | 105'000 | 105'000 | 33'759 | 33'759 | 375'562 CHF | 375'958 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 10.99 CHF | 11.00 CHF | 105'000 | 105'000 | 33'755 | 33'755 | 368'580 CHF | 368'976 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 10.70 CHF | 10.71 CHF | 110'000 | 110'000 | 34'862 | 34'862 | 374'821 CHF | 375'228 CHF | 100.00% | 100.00% |
07.11.2024 | 0.15% | 10.65 CHF | 10.66 CHF | 110'000 | 110'000 | 35'066 | 35'066 | 370'321 CHF | 370'730 CHF | 100.00% | 100.00% |