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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.13% | 12.31 CHF | 12.32 CHF | 93'000 | 93'000 | 30'031 | 30'031 | 367'516 CHF | 367'868 CHF | 100.00% | 100.00% |
20.11.2024 | 0.14% | 11.74 CHF | 11.75 CHF | 97'000 | 97'000 | 31'032 | 31'032 | 363'908 CHF | 364'272 CHF | 99.90% | 99.90% |
19.11.2024 | 0.14% | 11.29 CHF | 11.30 CHF | 100'000 | 100'000 | 31'805 | 31'805 | 355'450 CHF | 355'820 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 11.11 CHF | 11.12 CHF | 100'000 | 100'000 | 32'131 | 32'131 | 348'200 CHF | 348'576 CHF | 99.88% | 99.88% |
15.11.2024 | 0.14% | 10.75 CHF | 10.76 CHF | 105'000 | 105'000 | 32'510 | 32'510 | 353'216 CHF | 353'594 CHF | 100.00% | 100.00% |
14.11.2024 | 0.14% | 11.07 CHF | 11.08 CHF | 100'000 | 100'000 | 31'871 | 31'871 | 352'301 CHF | 352'672 CHF | 100.00% | 100.00% |
13.11.2024 | 0.14% | 10.89 CHF | 10.90 CHF | 100'000 | 100'000 | 33'281 | 33'281 | 359'491 CHF | 359'880 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 10.52 CHF | 10.53 CHF | 105'000 | 105'000 | 33'760 | 33'760 | 354'827 CHF | 355'222 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 10.38 CHF | 10.39 CHF | 105'000 | 105'000 | 33'755 | 33'755 | 347'898 CHF | 348'294 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 10.09 CHF | 10.10 CHF | 110'000 | 110'000 | 34'862 | 34'862 | 353'647 CHF | 354'054 CHF | 100.00% | 100.00% |