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 | 0.19% | 12.29 CHF | 12.30 CHF | 38'000 | 38'000 | 15'896 | 15'896 | 197'948 CHF | 198'226 CHF | 99.78% | 99.78% |
19.11.2024 | 0.18% | 12.29 CHF | 12.30 CHF | 38'000 | 38'000 | 15'838 | 15'838 | 192'760 CHF | 193'029 CHF | 99.65% | 99.65% |
18.11.2024 | 0.17% | 12.59 CHF | 12.60 CHF | 37'000 | 37'000 | 13'775 | 13'775 | 176'389 CHF | 176'621 CHF | 97.39% | 97.39% |
15.11.2024 | 0.19% | 13.08 CHF | 13.09 CHF | 36'000 | 36'000 | 16'730 | 16'730 | 210'386 CHF | 210'694 CHF | 96.11% | 96.11% |
14.11.2024 | 0.19% | 11.82 CHF | 11.83 CHF | 39'000 | 39'000 | 16'311 | 16'311 | 199'618 CHF | 199'913 CHF | 99.90% | 99.90% |
13.11.2024 | 0.23% | 12.70 CHF | 12.71 CHF | 36'000 | 36'000 | 10'091 | 10'091 | 125'213 CHF | 125'437 CHF | 99.70% | 99.70% |
12.11.2024 | 0.15% | 11.81 CHF | 11.82 CHF | 39'000 | 39'000 | 16'412 | 16'412 | 194'267 CHF | 194'512 CHF | 99.83% | 99.83% |
11.11.2024 | 0.15% | 12.40 CHF | 12.41 CHF | 37'000 | 37'000 | 17'041 | 17'041 | 206'376 CHF | 206'638 CHF | 98.90% | 98.90% |
08.11.2024 | 0.17% | 11.39 CHF | 11.40 CHF | 40'000 | 40'000 | 17'571 | 17'571 | 193'961 CHF | 194'229 CHF | 98.80% | 98.80% |
07.11.2024 | 0.17% | 10.75 CHF | 10.76 CHF | 40'000 | 40'000 | 18'674 | 18'674 | 200'292 CHF | 200'571 CHF | 97.46% | 97.46% |