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% | 12.15 CHF | 12.16 CHF | 38'000 | 38'000 | 15'890 | 15'890 | 195'623 CHF | 195'901 CHF | 99.75% | 99.75% |
19.11.2024 | 0.18% | 12.15 CHF | 12.16 CHF | 38'000 | 38'000 | 15'833 | 15'833 | 190'430 CHF | 190'699 CHF | 99.63% | 99.63% |
18.11.2024 | 0.18% | 12.44 CHF | 12.45 CHF | 37'000 | 37'000 | 13'799 | 13'799 | 174'691 CHF | 174'923 CHF | 97.44% | 97.44% |
15.11.2024 | 0.19% | 12.94 CHF | 12.95 CHF | 36'000 | 36'000 | 16'706 | 16'706 | 207'657 CHF | 207'965 CHF | 97.16% | 97.16% |
14.11.2024 | 0.19% | 11.68 CHF | 11.69 CHF | 39'000 | 39'000 | 16'332 | 16'332 | 197'550 CHF | 197'846 CHF | 99.55% | 99.55% |
13.11.2024 | 0.24% | 12.55 CHF | 12.56 CHF | 36'000 | 36'000 | 10'091 | 10'091 | 123'763 CHF | 123'988 CHF | 99.70% | 99.70% |
12.11.2024 | 0.15% | 11.66 CHF | 11.67 CHF | 39'000 | 39'000 | 16'414 | 16'414 | 191'974 CHF | 192'219 CHF | 99.83% | 99.83% |
11.11.2024 | 0.15% | 12.26 CHF | 12.27 CHF | 37'000 | 37'000 | 17'033 | 17'033 | 203'885 CHF | 204'147 CHF | 98.86% | 98.86% |
08.11.2024 | 0.17% | 11.24 CHF | 11.25 CHF | 40'000 | 40'000 | 17'571 | 17'571 | 191'470 CHF | 191'738 CHF | 98.80% | 98.80% |
07.11.2024 | 0.17% | 10.61 CHF | 10.62 CHF | 40'000 | 40'000 | 18'676 | 18'676 | 197'703 CHF | 197'982 CHF | 97.46% | 97.46% |