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% | 12.63 CHF | 12.64 CHF | 38'000 | 38'000 | 15'919 | 15'919 | 203'671 CHF | 203'949 CHF | 99.90% | 99.90% |
19.11.2024 | 0.18% | 12.63 CHF | 12.64 CHF | 38'000 | 38'000 | 15'894 | 15'894 | 198'805 CHF | 199'075 CHF | 99.96% | 99.96% |
18.11.2024 | 0.17% | 12.93 CHF | 12.94 CHF | 37'000 | 37'000 | 13'854 | 13'854 | 182'025 CHF | 182'256 CHF | 98.05% | 98.05% |
15.11.2024 | 0.19% | 13.42 CHF | 13.43 CHF | 36'000 | 36'000 | 16'558 | 16'558 | 213'750 CHF | 214'057 CHF | 99.36% | 99.36% |
14.11.2024 | 0.18% | 12.16 CHF | 12.17 CHF | 39'000 | 39'000 | 16'305 | 16'305 | 205'118 CHF | 205'413 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 13.03 CHF | 13.04 CHF | 36'000 | 36'000 | 10'116 | 10'116 | 128'947 CHF | 129'172 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 12.14 CHF | 12.15 CHF | 39'000 | 39'000 | 16'434 | 16'434 | 200'072 CHF | 200'317 CHF | 99.92% | 99.92% |
11.11.2024 | 0.15% | 12.74 CHF | 12.75 CHF | 37'000 | 37'000 | 17'081 | 17'081 | 212'641 CHF | 212'903 CHF | 99.09% | 99.09% |
08.11.2024 | 0.16% | 11.72 CHF | 11.73 CHF | 40'000 | 40'000 | 17'660 | 17'660 | 200'823 CHF | 201'091 CHF | 99.19% | 99.19% |
07.11.2024 | 0.16% | 11.08 CHF | 11.09 CHF | 40'000 | 40'000 | 18'581 | 18'581 | 205'524 CHF | 205'802 CHF | 99.05% | 99.05% |