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% | 12.20 CHF | 12.21 CHF | 38'000 | 38'000 | 15'886 | 15'886 | 196'380 CHF | 196'658 CHF | 99.74% | 99.74% |
19.11.2024 | 0.18% | 12.20 CHF | 12.21 CHF | 38'000 | 38'000 | 15'840 | 15'840 | 191'356 CHF | 191'625 CHF | 99.66% | 99.66% |
18.11.2024 | 0.18% | 12.50 CHF | 12.51 CHF | 37'000 | 37'000 | 13'776 | 13'776 | 175'149 CHF | 175'380 CHF | 97.39% | 97.39% |
15.11.2024 | 0.19% | 12.99 CHF | 13.00 CHF | 36'000 | 36'000 | 16'706 | 16'706 | 208'507 CHF | 208'815 CHF | 97.16% | 97.16% |
14.11.2024 | 0.19% | 11.73 CHF | 11.74 CHF | 39'000 | 39'000 | 16'306 | 16'306 | 198'105 CHF | 198'400 CHF | 99.89% | 99.89% |
13.11.2024 | 0.24% | 12.61 CHF | 12.62 CHF | 36'000 | 36'000 | 10'090 | 10'090 | 124'296 CHF | 124'520 CHF | 99.70% | 99.70% |
12.11.2024 | 0.15% | 11.72 CHF | 11.73 CHF | 39'000 | 39'000 | 16'412 | 16'412 | 192'780 CHF | 193'025 CHF | 99.83% | 99.83% |
11.11.2024 | 0.15% | 12.31 CHF | 12.32 CHF | 37'000 | 37'000 | 17'041 | 17'041 | 204'847 CHF | 205'108 CHF | 98.90% | 98.90% |
08.11.2024 | 0.17% | 11.30 CHF | 11.31 CHF | 40'000 | 40'000 | 17'571 | 17'571 | 192'393 CHF | 192'661 CHF | 98.80% | 98.80% |
07.11.2024 | 0.17% | 10.66 CHF | 10.67 CHF | 40'000 | 40'000 | 18'671 | 18'671 | 198'592 CHF | 198'871 CHF | 97.48% | 97.48% |