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% | 12.39 CHF | 12.40 CHF | 38'000 | 38'000 | 15'920 | 15'920 | 199'809 CHF | 200'087 CHF | 99.90% | 99.90% |
19.11.2024 | 0.18% | 12.39 CHF | 12.40 CHF | 38'000 | 38'000 | 15'894 | 15'894 | 194'949 CHF | 195'218 CHF | 99.96% | 99.96% |
18.11.2024 | 0.17% | 12.68 CHF | 12.69 CHF | 37'000 | 37'000 | 13'854 | 13'854 | 178'620 CHF | 178'852 CHF | 98.05% | 98.05% |
15.11.2024 | 0.19% | 13.18 CHF | 13.19 CHF | 36'000 | 36'000 | 16'557 | 16'557 | 209'695 CHF | 210'003 CHF | 99.36% | 99.36% |
14.11.2024 | 0.19% | 11.92 CHF | 11.93 CHF | 39'000 | 39'000 | 16'304 | 16'304 | 201'127 CHF | 201'422 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 12.79 CHF | 12.80 CHF | 36'000 | 36'000 | 10'116 | 10'116 | 126'491 CHF | 126'716 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 11.90 CHF | 11.91 CHF | 39'000 | 39'000 | 16'435 | 16'435 | 196'094 CHF | 196'339 CHF | 99.92% | 99.92% |
11.11.2024 | 0.15% | 12.50 CHF | 12.51 CHF | 37'000 | 37'000 | 17'080 | 17'080 | 208'463 CHF | 208'725 CHF | 99.09% | 99.09% |
08.11.2024 | 0.17% | 11.48 CHF | 11.49 CHF | 40'000 | 40'000 | 17'659 | 17'659 | 196'574 CHF | 196'842 CHF | 99.18% | 99.18% |
07.11.2024 | 0.17% | 10.85 CHF | 10.86 CHF | 40'000 | 40'000 | 18'582 | 18'582 | 201'072 CHF | 201'351 CHF | 99.04% | 99.04% |