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% | 11.52 CHF | 11.53 CHF | 97'000 | 97'000 | 31'029 | 31'029 | 357'179 CHF | 357'543 CHF | 99.89% | 99.89% |
19.11.2024 | 0.14% | 11.07 CHF | 11.08 CHF | 100'000 | 100'000 | 31'808 | 31'808 | 348'653 CHF | 349'024 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 10.90 CHF | 10.91 CHF | 100'000 | 100'000 | 32'131 | 32'131 | 341'266 CHF | 341'641 CHF | 99.85% | 99.85% |
15.11.2024 | 0.14% | 10.53 CHF | 10.54 CHF | 105'000 | 105'000 | 32'508 | 32'508 | 346'152 CHF | 346'530 CHF | 100.00% | 100.00% |
14.11.2024 | 0.14% | 10.85 CHF | 10.86 CHF | 100'000 | 100'000 | 31'867 | 31'867 | 345'369 CHF | 345'740 CHF | 100.00% | 100.00% |
13.11.2024 | 0.15% | 10.68 CHF | 10.69 CHF | 100'000 | 100'000 | 33'286 | 33'286 | 352'395 CHF | 352'784 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 10.30 CHF | 10.31 CHF | 105'000 | 105'000 | 33'764 | 33'764 | 347'639 CHF | 348'035 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 10.17 CHF | 10.18 CHF | 105'000 | 105'000 | 33'772 | 33'772 | 340'849 CHF | 341'245 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 9.88 CHF | 9.89 CHF | 110'000 | 110'000 | 34'859 | 34'859 | 346'218 CHF | 346'625 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 9.83 CHF | 9.84 CHF | 110'000 | 110'000 | 35'065 | 35'065 | 341'572 CHF | 341'981 CHF | 100.00% | 100.00% |