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% | 11.86 CHF | 11.87 CHF | 97'000 | 97'000 | 31'033 | 31'033 | 367'803 CHF | 368'166 CHF | 99.90% | 99.90% |
19.11.2024 | 0.14% | 11.41 CHF | 11.42 CHF | 100'000 | 100'000 | 31'806 | 31'806 | 359'478 CHF | 359'848 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 11.24 CHF | 11.25 CHF | 100'000 | 100'000 | 32'040 | 32'040 | 351'387 CHF | 351'762 CHF | 99.45% | 99.45% |
15.11.2024 | 0.14% | 10.87 CHF | 10.88 CHF | 105'000 | 105'000 | 32'484 | 32'484 | 357'102 CHF | 357'480 CHF | 99.95% | 99.95% |
14.11.2024 | 0.14% | 11.20 CHF | 11.21 CHF | 100'000 | 100'000 | 31'852 | 31'852 | 356'170 CHF | 356'541 CHF | 99.95% | 99.95% |
13.11.2024 | 0.14% | 11.02 CHF | 11.03 CHF | 100'000 | 100'000 | 33'258 | 33'258 | 363'492 CHF | 363'881 CHF | 99.97% | 99.97% |
12.11.2024 | 0.15% | 10.65 CHF | 10.66 CHF | 105'000 | 105'000 | 33'761 | 33'761 | 359'176 CHF | 359'572 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 10.51 CHF | 10.52 CHF | 105'000 | 105'000 | 33'771 | 33'771 | 352'407 CHF | 352'803 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 10.22 CHF | 10.23 CHF | 110'000 | 110'000 | 34'858 | 34'858 | 358'055 CHF | 358'462 CHF | 100.00% | 100.00% |
07.11.2024 | 0.15% | 10.17 CHF | 10.18 CHF | 110'000 | 110'000 | 35'065 | 35'065 | 353'511 CHF | 353'920 CHF | 100.00% | 100.00% |