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% | 11.10 CHF | 11.11 CHF | 97'000 | 97'000 | 31'031 | 31'031 | 344'126 CHF | 344'489 CHF | 99.90% | 99.90% |
19.11.2024 | 0.15% | 10.65 CHF | 10.66 CHF | 100'000 | 100'000 | 31'807 | 31'807 | 335'284 CHF | 335'654 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 10.47 CHF | 10.48 CHF | 100'000 | 100'000 | 32'129 | 32'129 | 327'687 CHF | 328'063 CHF | 99.87% | 99.87% |
15.11.2024 | 0.15% | 10.11 CHF | 10.12 CHF | 105'000 | 105'000 | 32'509 | 32'509 | 332'431 CHF | 332'809 CHF | 100.00% | 100.00% |
14.11.2024 | 0.15% | 10.43 CHF | 10.44 CHF | 100'000 | 100'000 | 31'885 | 31'885 | 332'105 CHF | 332'477 CHF | 100.00% | 100.00% |
13.11.2024 | 0.15% | 10.26 CHF | 10.27 CHF | 100'000 | 100'000 | 33'293 | 33'293 | 338'495 CHF | 338'884 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 9.88 CHF | 9.89 CHF | 105'000 | 105'000 | 33'763 | 33'763 | 333'477 CHF | 333'873 CHF | 100.00% | 100.00% |
11.11.2024 | 0.16% | 9.75 CHF | 9.76 CHF | 105'000 | 105'000 | 33'770 | 33'770 | 326'708 CHF | 327'104 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 9.46 CHF | 9.47 CHF | 110'000 | 110'000 | 34'858 | 34'858 | 331'753 CHF | 332'160 CHF | 100.00% | 100.00% |
07.11.2024 | 0.17% | 9.42 CHF | 9.43 CHF | 110'000 | 110'000 | 35'064 | 35'064 | 327'039 CHF | 327'448 CHF | 100.00% | 100.00% |