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 | 0.19% | 10.28 CHF | 10.30 CHF | 12'600 | 12'600 | 12'548 | 12'548 | 132'296 CHF | 132'547 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 10.05 CHF | 10.07 CHF | 12'200 | 12'200 | 12'154 | 12'154 | 121'847 CHF | 122'090 CHF | 100.00% | 100.00% |
18.11.2024 | 0.19% | 10.54 CHF | 10.56 CHF | 12'200 | 12'200 | 12'150 | 12'150 | 125'276 CHF | 125'519 CHF | 100.00% | 100.00% |
15.11.2024 | 0.18% | 10.64 CHF | 10.66 CHF | 11'700 | 11'700 | 11'491 | 11'491 | 127'591 CHF | 127'820 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 11.35 CHF | 11.37 CHF | 11'400 | 11'400 | 11'593 | 11'593 | 129'642 CHF | 129'874 CHF | 100.00% | 100.00% |
13.11.2024 | 0.18% | 10.97 CHF | 10.99 CHF | 11'800 | 11'800 | 11'570 | 11'570 | 128'210 CHF | 128'441 CHF | 99.79% | 99.79% |
12.11.2024 | 0.17% | 10.98 CHF | 11.00 CHF | 10'900 | 10'900 | 10'387 | 10'387 | 119'274 CHF | 119'482 CHF | 99.86% | 99.86% |
11.11.2024 | 0.16% | 12.69 CHF | 12.71 CHF | 11'000 | 11'000 | 10'949 | 10'949 | 138'448 CHF | 138'667 CHF | 99.69% | 99.69% |
08.11.2024 | 0.17% | 11.27 CHF | 11.29 CHF | 10'400 | 10'400 | 10'339 | 10'339 | 120'715 CHF | 120'921 CHF | 100.00% | 100.00% |
07.11.2024 | 0.17% | 12.39 CHF | 12.41 CHF | 11'800 | 11'800 | 11'761 | 11'761 | 142'463 CHF | 142'698 CHF | 99.39% | 99.39% |