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% | 12.49 CHF | 12.50 CHF | 38'000 | 38'000 | 15'890 | 15'890 | 201'011 CHF | 201'289 CHF | 99.76% | 99.76% |
19.11.2024 | 0.18% | 12.49 CHF | 12.50 CHF | 38'000 | 38'000 | 15'830 | 15'830 | 195'739 CHF | 196'008 CHF | 99.62% | 99.62% |
18.11.2024 | 0.17% | 12.78 CHF | 12.79 CHF | 37'000 | 37'000 | 13'803 | 13'803 | 179'420 CHF | 179'651 CHF | 97.46% | 97.46% |
15.11.2024 | 0.19% | 13.28 CHF | 13.29 CHF | 36'000 | 36'000 | 16'730 | 16'730 | 213'716 CHF | 214'024 CHF | 95.79% | 95.79% |
14.11.2024 | 0.18% | 12.02 CHF | 12.03 CHF | 39'000 | 39'000 | 16'333 | 16'333 | 203'107 CHF | 203'403 CHF | 99.55% | 99.55% |
13.11.2024 | 0.23% | 12.89 CHF | 12.90 CHF | 36'000 | 36'000 | 10'091 | 10'091 | 127'180 CHF | 127'404 CHF | 99.71% | 99.71% |
12.11.2024 | 0.15% | 12.00 CHF | 12.01 CHF | 39'000 | 39'000 | 16'420 | 16'420 | 197'553 CHF | 197'798 CHF | 99.86% | 99.86% |
11.11.2024 | 0.15% | 12.59 CHF | 12.60 CHF | 37'000 | 37'000 | 17'037 | 17'037 | 209'624 CHF | 209'885 CHF | 98.88% | 98.88% |
08.11.2024 | 0.17% | 11.58 CHF | 11.59 CHF | 40'000 | 40'000 | 17'571 | 17'571 | 197'339 CHF | 197'607 CHF | 98.80% | 98.80% |
07.11.2024 | 0.16% | 10.94 CHF | 10.95 CHF | 40'000 | 40'000 | 18'718 | 18'718 | 204'358 CHF | 204'637 CHF | 96.96% | 96.96% |