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 | 0.14% | 11.65 CHF | 11.66 CHF | 97'000 | 97'000 | 30'995 | 30'995 | 360'856 CHF | 361'219 CHF | 99.84% | 99.84% |
19.11.2024 | 0.14% | 11.20 CHF | 11.21 CHF | 100'000 | 100'000 | 31'807 | 31'807 | 352'866 CHF | 353'236 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 11.03 CHF | 11.04 CHF | 100'000 | 100'000 | 32'038 | 32'038 | 344'653 CHF | 345'028 CHF | 99.44% | 99.44% |
15.11.2024 | 0.14% | 10.66 CHF | 10.67 CHF | 105'000 | 105'000 | 32'482 | 32'482 | 350'262 CHF | 350'640 CHF | 99.95% | 99.95% |
14.11.2024 | 0.14% | 10.99 CHF | 11.00 CHF | 100'000 | 100'000 | 31'844 | 31'844 | 349'407 CHF | 349'778 CHF | 99.94% | 99.94% |
13.11.2024 | 0.15% | 10.81 CHF | 10.82 CHF | 100'000 | 100'000 | 33'272 | 33'272 | 356'709 CHF | 357'098 CHF | 99.97% | 99.97% |
12.11.2024 | 0.15% | 10.44 CHF | 10.45 CHF | 105'000 | 105'000 | 33'760 | 33'760 | 352'138 CHF | 352'533 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 10.30 CHF | 10.31 CHF | 105'000 | 105'000 | 33'736 | 33'736 | 345'051 CHF | 345'446 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 10.01 CHF | 10.02 CHF | 110'000 | 110'000 | 34'858 | 34'858 | 350'872 CHF | 351'279 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 9.97 CHF | 9.98 CHF | 110'000 | 110'000 | 35'064 | 35'064 | 346'291 CHF | 346'700 CHF | 100.00% | 100.00% |