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% | 12.69 CHF | 12.70 CHF | 97'000 | 97'000 | 30'997 | 30'997 | 392'886 CHF | 393'249 CHF | 99.84% | 99.84% |
19.11.2024 | 0.13% | 12.23 CHF | 12.24 CHF | 100'000 | 100'000 | 31'806 | 31'806 | 385'577 CHF | 385'948 CHF | 100.00% | 100.00% |
18.11.2024 | 0.13% | 12.06 CHF | 12.07 CHF | 100'000 | 100'000 | 32'022 | 32'022 | 377'578 CHF | 377'952 CHF | 99.48% | 99.48% |
15.11.2024 | 0.13% | 11.70 CHF | 11.71 CHF | 105'000 | 105'000 | 32'443 | 32'443 | 383'421 CHF | 383'799 CHF | 99.90% | 99.90% |
14.11.2024 | 0.13% | 12.02 CHF | 12.03 CHF | 100'000 | 100'000 | 31'832 | 31'832 | 382'208 CHF | 382'579 CHF | 99.95% | 99.95% |
13.11.2024 | 0.13% | 11.84 CHF | 11.85 CHF | 100'000 | 100'000 | 33'267 | 33'267 | 390'874 CHF | 391'263 CHF | 99.97% | 99.97% |
12.11.2024 | 0.14% | 11.46 CHF | 11.47 CHF | 105'000 | 105'000 | 33'760 | 33'760 | 386'804 CHF | 387'200 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 11.33 CHF | 11.34 CHF | 105'000 | 105'000 | 33'738 | 33'738 | 379'618 CHF | 380'014 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 11.03 CHF | 11.04 CHF | 110'000 | 110'000 | 34'862 | 34'862 | 386'335 CHF | 386'742 CHF | 100.00% | 100.00% |
07.11.2024 | 0.14% | 10.98 CHF | 10.99 CHF | 110'000 | 110'000 | 35'064 | 35'064 | 381'893 CHF | 382'302 CHF | 100.00% | 100.00% |