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 | 0.17% | 11.57 CHF | 11.59 CHF | 22'200 | 22'200 | 22'108 | 22'108 | 260'546 CHF | 260'989 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 11.47 CHF | 11.49 CHF | 22'100 | 22'100 | 22'105 | 22'105 | 253'169 CHF | 253'611 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 11.57 CHF | 11.59 CHF | 22'300 | 22'300 | 22'296 | 22'296 | 253'371 CHF | 253'817 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 11.51 CHF | 11.53 CHF | 22'100 | 22'100 | 22'009 | 22'009 | 252'843 CHF | 253'283 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 11.80 CHF | 11.82 CHF | 24'200 | 24'200 | 24'100 | 24'100 | 283'479 CHF | 283'961 CHF | 100.00% | 100.00% |
13.11.2024 | 0.19% | 10.32 CHF | 10.34 CHF | 24'400 | 24'400 | 24'314 | 24'314 | 253'757 CHF | 254'243 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 10.74 CHF | 10.76 CHF | 22'600 | 22'600 | 22'333 | 22'333 | 248'852 CHF | 249'299 CHF | 100.00% | 100.00% |
11.11.2024 | 0.17% | 11.71 CHF | 11.73 CHF | 22'400 | 22'400 | 22'303 | 22'303 | 259'819 CHF | 260'265 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 11.50 CHF | 11.52 CHF | 23'000 | 23'000 | 23'097 | 23'097 | 260'817 CHF | 261'279 CHF | 99.19% | 99.19% |
07.11.2024 | 0.18% | 11.04 CHF | 11.06 CHF | 23'400 | 23'400 | 23'200 | 23'200 | 254'793 CHF | 255'257 CHF | 100.00% | 100.00% |