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 | 1.32% | 10.96 CHF | 11.01 CHF | 9'700 | 9'700 | 4'362 | 4'362 | 47'884 CHF | 48'362 CHF | 99.33% | 99.33% |
19.11.2024 | 0.71% | 10.56 CHF | 10.61 CHF | 9'600 | 9'600 | 8'038 | 8'038 | 84'702 CHF | 85'283 CHF | 12.75% | 12.75% |
18.11.2024 | 1.44% | 10.93 CHF | 11.02 CHF | 7'100 | 7'100 | 3'189 | 3'189 | 34'788 CHF | 35'205 CHF | 99.73% | 99.73% |
15.11.2024 | 1.47% | 11.08 CHF | 11.17 CHF | 7'300 | 7'300 | 3'313 | 3'313 | 35'245 CHF | 35'673 CHF | 99.87% | 99.87% |
14.11.2024 | 1.42% | 11.19 CHF | 11.28 CHF | 7'100 | 7'100 | 3'200 | 3'200 | 35'863 CHF | 36'284 CHF | 98.55% | 98.55% |
13.11.2024 | 1.44% | 11.37 CHF | 11.46 CHF | 7'000 | 7'000 | 3'149 | 3'149 | 35'179 CHF | 35'594 CHF | 100.00% | 100.00% |
12.11.2024 | 1.44% | 11.58 CHF | 11.67 CHF | 6'800 | 6'800 | 3'031 | 3'031 | 35'110 CHF | 35'523 CHF | 99.88% | 99.88% |
11.11.2024 | 1.39% | 11.73 CHF | 11.82 CHF | 7'100 | 7'100 | 3'200 | 3'200 | 36'945 CHF | 37'363 CHF | 99.89% | 99.89% |
08.11.2024 | 1.46% | 11.03 CHF | 11.12 CHF | 7'400 | 7'400 | 3'350 | 3'350 | 35'810 CHF | 36'241 CHF | 99.05% | 99.05% |
07.11.2024 | 1.44% | 10.71 CHF | 10.80 CHF | 7'100 | 7'100 | 3'187 | 3'187 | 34'869 CHF | 35'288 CHF | 100.00% | 100.00% |