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% | 12.54 CHF | 12.55 CHF | 38'000 | 38'000 | 15'896 | 15'896 | 201'919 CHF | 202'197 CHF | 99.78% | 99.78% |
19.11.2024 | 0.18% | 12.54 CHF | 12.55 CHF | 38'000 | 38'000 | 15'831 | 15'831 | 196'587 CHF | 196'856 CHF | 99.62% | 99.62% |
18.11.2024 | 0.17% | 12.83 CHF | 12.84 CHF | 37'000 | 37'000 | 13'783 | 13'783 | 179'900 CHF | 180'132 CHF | 97.42% | 97.42% |
15.11.2024 | 0.19% | 13.33 CHF | 13.34 CHF | 36'000 | 36'000 | 16'762 | 16'762 | 215'009 CHF | 215'318 CHF | 95.65% | 95.65% |
14.11.2024 | 0.18% | 12.07 CHF | 12.08 CHF | 39'000 | 39'000 | 16'305 | 16'305 | 203'641 CHF | 203'936 CHF | 99.89% | 99.89% |
13.11.2024 | 0.23% | 12.94 CHF | 12.95 CHF | 36'000 | 36'000 | 10'091 | 10'091 | 127'711 CHF | 127'935 CHF | 99.70% | 99.70% |
12.11.2024 | 0.15% | 12.05 CHF | 12.06 CHF | 39'000 | 39'000 | 16'417 | 16'417 | 198'385 CHF | 198'630 CHF | 99.84% | 99.84% |
11.11.2024 | 0.15% | 12.65 CHF | 12.66 CHF | 37'000 | 37'000 | 17'034 | 17'034 | 210'523 CHF | 210'785 CHF | 98.87% | 98.87% |
08.11.2024 | 0.17% | 11.63 CHF | 11.64 CHF | 40'000 | 40'000 | 17'571 | 17'571 | 198'249 CHF | 198'517 CHF | 98.80% | 98.80% |
07.11.2024 | 0.16% | 11.00 CHF | 11.01 CHF | 40'000 | 40'000 | 18'859 | 18'859 | 206'864 CHF | 207'145 CHF | 95.68% | 95.68% |