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% | 12.53 CHF | 12.54 CHF | 38'000 | 38'000 | 15'919 | 15'919 | 202'047 CHF | 202'325 CHF | 99.90% | 99.90% |
19.11.2024 | 0.18% | 12.53 CHF | 12.54 CHF | 38'000 | 38'000 | 15'894 | 15'894 | 197'224 CHF | 197'493 CHF | 99.96% | 99.96% |
18.11.2024 | 0.17% | 12.83 CHF | 12.84 CHF | 37'000 | 37'000 | 13'854 | 13'854 | 180'617 CHF | 180'849 CHF | 98.05% | 98.05% |
15.11.2024 | 0.19% | 13.32 CHF | 13.33 CHF | 36'000 | 36'000 | 16'557 | 16'557 | 212'055 CHF | 212'363 CHF | 99.36% | 99.36% |
14.11.2024 | 0.18% | 12.06 CHF | 12.07 CHF | 39'000 | 39'000 | 16'304 | 16'304 | 203'439 CHF | 203'735 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 12.93 CHF | 12.94 CHF | 36'000 | 36'000 | 10'116 | 10'116 | 127'922 CHF | 128'147 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 12.04 CHF | 12.05 CHF | 39'000 | 39'000 | 16'435 | 16'435 | 198'451 CHF | 198'696 CHF | 99.92% | 99.92% |
11.11.2024 | 0.15% | 12.64 CHF | 12.65 CHF | 37'000 | 37'000 | 17'081 | 17'081 | 210'908 CHF | 211'169 CHF | 99.09% | 99.09% |
08.11.2024 | 0.17% | 11.62 CHF | 11.63 CHF | 40'000 | 40'000 | 17'658 | 17'658 | 199'033 CHF | 199'301 CHF | 99.18% | 99.18% |
07.11.2024 | 0.16% | 10.98 CHF | 10.99 CHF | 40'000 | 40'000 | 18'582 | 18'582 | 203'672 CHF | 203'951 CHF | 99.05% | 99.05% |