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% | 12.59 CHF | 12.60 CHF | 38'000 | 38'000 | 15'893 | 15'893 | 202'729 CHF | 203'007 CHF | 99.77% | 99.77% |
19.11.2024 | 0.18% | 12.59 CHF | 12.60 CHF | 38'000 | 38'000 | 15'839 | 15'839 | 197'522 CHF | 197'791 CHF | 99.65% | 99.65% |
18.11.2024 | 0.17% | 12.89 CHF | 12.90 CHF | 37'000 | 37'000 | 13'783 | 13'783 | 180'632 CHF | 180'864 CHF | 97.42% | 97.42% |
15.11.2024 | 0.19% | 13.38 CHF | 13.39 CHF | 36'000 | 36'000 | 16'708 | 16'708 | 215'191 CHF | 215'499 CHF | 96.14% | 96.14% |
14.11.2024 | 0.18% | 12.12 CHF | 12.13 CHF | 39'000 | 39'000 | 16'322 | 16'322 | 204'720 CHF | 205'016 CHF | 99.72% | 99.72% |
13.11.2024 | 0.23% | 13.00 CHF | 13.01 CHF | 36'000 | 36'000 | 10'090 | 10'090 | 128'241 CHF | 128'465 CHF | 99.70% | 99.70% |
12.11.2024 | 0.15% | 12.11 CHF | 12.12 CHF | 39'000 | 39'000 | 16'412 | 16'412 | 199'183 CHF | 199'428 CHF | 99.83% | 99.83% |
11.11.2024 | 0.15% | 12.70 CHF | 12.71 CHF | 37'000 | 37'000 | 17'033 | 17'033 | 211'380 CHF | 211'641 CHF | 98.86% | 98.86% |
08.11.2024 | 0.17% | 11.68 CHF | 11.69 CHF | 40'000 | 40'000 | 17'573 | 17'573 | 199'195 CHF | 199'463 CHF | 98.77% | 98.77% |
07.11.2024 | 0.16% | 11.05 CHF | 11.06 CHF | 40'000 | 40'000 | 18'664 | 18'664 | 205'731 CHF | 206'010 CHF | 97.57% | 97.57% |