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% | 12.27 CHF | 12.28 CHF | 38'000 | 38'000 | 15'919 | 15'919 | 197'998 CHF | 198'276 CHF | 99.90% | 99.90% |
19.11.2024 | 0.18% | 12.28 CHF | 12.29 CHF | 38'000 | 38'000 | 15'894 | 15'894 | 193'160 CHF | 193'429 CHF | 99.96% | 99.96% |
18.11.2024 | 0.17% | 12.57 CHF | 12.58 CHF | 37'000 | 37'000 | 13'854 | 13'854 | 177'083 CHF | 177'315 CHF | 98.05% | 98.05% |
15.11.2024 | 0.19% | 13.06 CHF | 13.07 CHF | 36'000 | 36'000 | 16'558 | 16'558 | 207'836 CHF | 208'143 CHF | 99.36% | 99.36% |
14.11.2024 | 0.19% | 11.80 CHF | 11.81 CHF | 39'000 | 39'000 | 16'304 | 16'304 | 199'283 CHF | 199'578 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 12.68 CHF | 12.69 CHF | 36'000 | 36'000 | 10'116 | 10'116 | 125'350 CHF | 125'574 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 11.79 CHF | 11.80 CHF | 39'000 | 39'000 | 16'434 | 16'434 | 194'275 CHF | 194'520 CHF | 99.92% | 99.92% |
11.11.2024 | 0.15% | 12.39 CHF | 12.40 CHF | 37'000 | 37'000 | 17'080 | 17'080 | 206'586 CHF | 206'848 CHF | 99.09% | 99.09% |
08.11.2024 | 0.17% | 11.37 CHF | 11.38 CHF | 40'000 | 40'000 | 17'658 | 17'658 | 194'602 CHF | 194'870 CHF | 99.19% | 99.19% |
07.11.2024 | 0.17% | 10.74 CHF | 10.75 CHF | 40'000 | 40'000 | 18'582 | 18'582 | 199'044 CHF | 199'323 CHF | 99.05% | 99.05% |