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 | 0.18% | 12.42 CHF | 12.43 CHF | 38'000 | 38'000 | 15'894 | 15'894 | 200'030 CHF | 200'308 CHF | 99.77% | 99.77% |
19.11.2024 | 0.18% | 12.42 CHF | 12.43 CHF | 38'000 | 38'000 | 15'838 | 15'838 | 194'821 CHF | 195'090 CHF | 99.65% | 99.65% |
18.11.2024 | 0.17% | 12.72 CHF | 12.73 CHF | 37'000 | 37'000 | 13'800 | 13'800 | 178'520 CHF | 178'752 CHF | 97.49% | 97.49% |
15.11.2024 | 0.19% | 13.21 CHF | 13.22 CHF | 36'000 | 36'000 | 16'703 | 16'703 | 212'269 CHF | 212'577 CHF | 96.33% | 96.33% |
14.11.2024 | 0.19% | 11.95 CHF | 11.96 CHF | 39'000 | 39'000 | 16'310 | 16'310 | 201'778 CHF | 202'074 CHF | 99.90% | 99.90% |
13.11.2024 | 0.23% | 12.83 CHF | 12.84 CHF | 36'000 | 36'000 | 10'091 | 10'091 | 126'531 CHF | 126'756 CHF | 99.70% | 99.70% |
12.11.2024 | 0.15% | 11.94 CHF | 11.95 CHF | 39'000 | 39'000 | 16'421 | 16'421 | 196'541 CHF | 196'786 CHF | 99.86% | 99.86% |
11.11.2024 | 0.15% | 12.53 CHF | 12.54 CHF | 37'000 | 37'000 | 17'040 | 17'040 | 208'616 CHF | 208'878 CHF | 98.89% | 98.89% |
08.11.2024 | 0.17% | 11.51 CHF | 11.52 CHF | 40'000 | 40'000 | 17'571 | 17'571 | 196'228 CHF | 196'495 CHF | 98.80% | 98.80% |
07.11.2024 | 0.17% | 10.88 CHF | 10.89 CHF | 40'000 | 40'000 | 18'668 | 18'668 | 202'636 CHF | 202'915 CHF | 97.55% | 97.55% |