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% | 12.58 CHF | 12.59 CHF | 38'000 | 38'000 | 15'918 | 15'918 | 202'846 CHF | 203'124 CHF | 99.89% | 99.89% |
19.11.2024 | 0.18% | 12.58 CHF | 12.59 CHF | 38'000 | 38'000 | 15'894 | 15'894 | 197'999 CHF | 198'269 CHF | 99.96% | 99.96% |
18.11.2024 | 0.17% | 12.87 CHF | 12.88 CHF | 37'000 | 37'000 | 13'854 | 13'854 | 181'284 CHF | 181'516 CHF | 98.05% | 98.05% |
15.11.2024 | 0.19% | 13.37 CHF | 13.38 CHF | 36'000 | 36'000 | 16'558 | 16'558 | 212'906 CHF | 213'213 CHF | 99.36% | 99.36% |
14.11.2024 | 0.18% | 12.11 CHF | 12.12 CHF | 39'000 | 39'000 | 16'305 | 16'305 | 204'286 CHF | 204'582 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 12.98 CHF | 12.99 CHF | 36'000 | 36'000 | 10'116 | 10'116 | 128'434 CHF | 128'659 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 12.09 CHF | 12.10 CHF | 39'000 | 39'000 | 16'434 | 16'434 | 199'238 CHF | 199'483 CHF | 99.92% | 99.92% |
11.11.2024 | 0.15% | 12.69 CHF | 12.70 CHF | 37'000 | 37'000 | 17'081 | 17'081 | 211'737 CHF | 211'999 CHF | 99.09% | 99.09% |
08.11.2024 | 0.17% | 11.67 CHF | 11.68 CHF | 40'000 | 40'000 | 17'660 | 17'660 | 199'936 CHF | 200'203 CHF | 99.19% | 99.19% |
07.11.2024 | 0.16% | 11.03 CHF | 11.04 CHF | 40'000 | 40'000 | 18'581 | 18'581 | 204'591 CHF | 204'870 CHF | 99.05% | 99.05% |