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% | 11.45 CHF | 11.46 CHF | 97'000 | 97'000 | 31'027 | 31'027 | 354'879 CHF | 355'243 CHF | 99.89% | 99.89% |
19.11.2024 | 0.14% | 11.00 CHF | 11.01 CHF | 100'000 | 100'000 | 31'807 | 31'807 | 346'366 CHF | 346'736 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 10.82 CHF | 10.83 CHF | 100'000 | 100'000 | 32'028 | 32'028 | 337'969 CHF | 338'343 CHF | 99.48% | 99.48% |
15.11.2024 | 0.15% | 10.46 CHF | 10.47 CHF | 105'000 | 105'000 | 32'486 | 32'486 | 343'619 CHF | 343'997 CHF | 99.97% | 99.97% |
14.11.2024 | 0.14% | 10.78 CHF | 10.79 CHF | 100'000 | 100'000 | 31'851 | 31'851 | 342'927 CHF | 343'299 CHF | 99.95% | 99.95% |
13.11.2024 | 0.15% | 10.61 CHF | 10.62 CHF | 100'000 | 100'000 | 33'271 | 33'271 | 349'909 CHF | 350'298 CHF | 99.97% | 99.97% |
12.11.2024 | 0.15% | 10.23 CHF | 10.24 CHF | 105'000 | 105'000 | 33'755 | 33'755 | 345'207 CHF | 345'603 CHF | 99.99% | 99.99% |
11.11.2024 | 0.16% | 10.10 CHF | 10.11 CHF | 105'000 | 105'000 | 33'736 | 33'736 | 338'186 CHF | 338'582 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 9.81 CHF | 9.82 CHF | 110'000 | 110'000 | 34'858 | 34'858 | 343'848 CHF | 344'255 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 9.77 CHF | 9.78 CHF | 110'000 | 110'000 | 35'065 | 35'065 | 339'215 CHF | 339'624 CHF | 100.00% | 100.00% |