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% | 12.34 CHF | 12.35 CHF | 38'000 | 38'000 | 15'918 | 15'918 | 198'976 CHF | 199'254 CHF | 99.89% | 99.89% |
19.11.2024 | 0.18% | 12.34 CHF | 12.35 CHF | 38'000 | 38'000 | 15'894 | 15'894 | 194'174 CHF | 194'444 CHF | 99.96% | 99.96% |
18.11.2024 | 0.17% | 12.63 CHF | 12.64 CHF | 37'000 | 37'000 | 13'854 | 13'854 | 177'942 CHF | 178'174 CHF | 98.05% | 98.05% |
15.11.2024 | 0.19% | 13.13 CHF | 13.14 CHF | 36'000 | 36'000 | 16'557 | 16'557 | 208'851 CHF | 209'158 CHF | 99.36% | 99.36% |
14.11.2024 | 0.19% | 11.87 CHF | 11.88 CHF | 39'000 | 39'000 | 16'304 | 16'304 | 200'326 CHF | 200'622 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 12.74 CHF | 12.75 CHF | 36'000 | 36'000 | 10'116 | 10'116 | 126'001 CHF | 126'226 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 11.85 CHF | 11.86 CHF | 39'000 | 39'000 | 16'434 | 16'434 | 195'291 CHF | 195'536 CHF | 99.92% | 99.92% |
11.11.2024 | 0.15% | 12.45 CHF | 12.46 CHF | 37'000 | 37'000 | 17'080 | 17'080 | 207'639 CHF | 207'900 CHF | 99.09% | 99.09% |
08.11.2024 | 0.17% | 11.43 CHF | 11.44 CHF | 40'000 | 40'000 | 17'573 | 17'573 | 194'779 CHF | 195'046 CHF | 98.78% | 98.78% |
07.11.2024 | 0.17% | 10.80 CHF | 10.81 CHF | 40'000 | 40'000 | 18'593 | 18'593 | 200'302 CHF | 200'581 CHF | 98.94% | 98.94% |