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 | 15'893 | 15'893 | 198'755 CHF | 199'033 CHF | 99.77% | 99.77% |
19.11.2024 | 0.18% | 12.35 CHF | 12.36 CHF | 38'000 | 38'000 | 15'835 | 15'835 | 193'531 CHF | 193'800 CHF | 99.64% | 99.64% |
18.11.2024 | 0.17% | 12.64 CHF | 12.65 CHF | 37'000 | 37'000 | 13'783 | 13'783 | 177'188 CHF | 177'419 CHF | 97.42% | 97.42% |
15.11.2024 | 0.19% | 13.13 CHF | 13.14 CHF | 36'000 | 36'000 | 16'704 | 16'704 | 210'945 CHF | 211'253 CHF | 96.34% | 96.34% |
14.11.2024 | 0.19% | 11.87 CHF | 11.88 CHF | 39'000 | 39'000 | 16'310 | 16'310 | 200'479 CHF | 200'775 CHF | 99.90% | 99.90% |
13.11.2024 | 0.23% | 12.75 CHF | 12.76 CHF | 36'000 | 36'000 | 10'090 | 10'090 | 125'724 CHF | 125'948 CHF | 99.70% | 99.70% |
12.11.2024 | 0.15% | 11.86 CHF | 11.87 CHF | 39'000 | 39'000 | 16'411 | 16'411 | 195'091 CHF | 195'336 CHF | 99.82% | 99.82% |
11.11.2024 | 0.15% | 12.45 CHF | 12.46 CHF | 37'000 | 37'000 | 17'041 | 17'041 | 207'245 CHF | 207'507 CHF | 98.90% | 98.90% |
08.11.2024 | 0.17% | 11.44 CHF | 11.45 CHF | 40'000 | 40'000 | 17'571 | 17'571 | 194'844 CHF | 195'111 CHF | 98.80% | 98.80% |
07.11.2024 | 0.17% | 10.80 CHF | 10.81 CHF | 40'000 | 40'000 | 18'681 | 18'681 | 201'313 CHF | 201'592 CHF | 97.39% | 97.39% |