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% | 12.22 CHF | 12.23 CHF | 38'000 | 38'000 | 15'919 | 15'919 | 197'190 CHF | 197'468 CHF | 99.90% | 99.90% |
19.11.2024 | 0.18% | 12.23 CHF | 12.24 CHF | 38'000 | 38'000 | 15'894 | 15'894 | 192'356 CHF | 192'626 CHF | 99.96% | 99.96% |
18.11.2024 | 0.18% | 12.52 CHF | 12.53 CHF | 37'000 | 37'000 | 13'854 | 13'854 | 176'348 CHF | 176'580 CHF | 98.05% | 98.05% |
15.11.2024 | 0.19% | 13.01 CHF | 13.02 CHF | 36'000 | 36'000 | 16'557 | 16'557 | 206'978 CHF | 207'285 CHF | 99.36% | 99.36% |
14.11.2024 | 0.19% | 11.75 CHF | 11.76 CHF | 39'000 | 39'000 | 16'304 | 16'304 | 198'441 CHF | 198'736 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 12.63 CHF | 12.64 CHF | 36'000 | 36'000 | 10'116 | 10'116 | 124'839 CHF | 125'064 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 11.74 CHF | 11.75 CHF | 39'000 | 39'000 | 16'434 | 16'434 | 193'403 CHF | 193'649 CHF | 99.92% | 99.92% |
11.11.2024 | 0.15% | 12.33 CHF | 12.34 CHF | 37'000 | 37'000 | 17'081 | 17'081 | 205'725 CHF | 205'987 CHF | 99.09% | 99.09% |
08.11.2024 | 0.17% | 11.32 CHF | 11.33 CHF | 40'000 | 40'000 | 17'659 | 17'659 | 193'724 CHF | 193'992 CHF | 99.18% | 99.18% |
07.11.2024 | 0.17% | 10.68 CHF | 10.69 CHF | 40'000 | 40'000 | 18'582 | 18'582 | 198'070 CHF | 198'349 CHF | 99.04% | 99.04% |