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% | 12.09 CHF | 12.10 CHF | 38'000 | 38'000 | 15'893 | 15'893 | 194'814 CHF | 195'092 CHF | 99.77% | 99.77% |
19.11.2024 | 0.18% | 12.10 CHF | 12.11 CHF | 38'000 | 38'000 | 15'830 | 15'830 | 189'559 CHF | 189'828 CHF | 99.62% | 99.62% |
18.11.2024 | 0.18% | 12.39 CHF | 12.40 CHF | 37'000 | 37'000 | 13'798 | 13'798 | 173'946 CHF | 174'178 CHF | 97.48% | 97.48% |
15.11.2024 | 0.19% | 12.88 CHF | 12.89 CHF | 36'000 | 36'000 | 16'704 | 16'704 | 206'798 CHF | 207'106 CHF | 96.17% | 96.17% |
14.11.2024 | 0.19% | 11.62 CHF | 11.63 CHF | 39'000 | 39'000 | 16'322 | 16'322 | 196'558 CHF | 196'854 CHF | 99.72% | 99.72% |
13.11.2024 | 0.24% | 12.50 CHF | 12.51 CHF | 36'000 | 36'000 | 10'092 | 10'092 | 123'247 CHF | 123'471 CHF | 99.72% | 99.72% |
12.11.2024 | 0.16% | 11.61 CHF | 11.62 CHF | 39'000 | 39'000 | 16'420 | 16'420 | 191'175 CHF | 191'420 CHF | 99.85% | 99.85% |
11.11.2024 | 0.15% | 12.21 CHF | 12.22 CHF | 37'000 | 37'000 | 17'036 | 17'036 | 203'020 CHF | 203'282 CHF | 98.88% | 98.88% |
08.11.2024 | 0.17% | 11.19 CHF | 11.20 CHF | 40'000 | 40'000 | 17'571 | 17'571 | 190'583 CHF | 190'851 CHF | 98.80% | 98.80% |
07.11.2024 | 0.17% | 10.56 CHF | 10.57 CHF | 40'000 | 40'000 | 18'666 | 18'666 | 196'615 CHF | 196'894 CHF | 97.57% | 97.57% |