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 | 0.20% | 10.55 CHF | 10.57 CHF | 52'800 | 52'800 | 53'519 | 53'519 | 530'758 CHF | 531'828 CHF | 99.44% | 99.44% |
19.11.2024 | 0.21% | 9.20 CHF | 9.22 CHF | 54'000 | 54'000 | 52'495 | 52'495 | 500'593 CHF | 501'643 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 9.58 CHF | 9.60 CHF | 51'500 | 51'500 | 53'235 | 53'235 | 525'339 CHF | 526'404 CHF | 98.77% | 98.77% |
15.11.2024 | 0.21% | 10.09 CHF | 10.11 CHF | 54'400 | 54'400 | 52'085 | 52'085 | 508'186 CHF | 509'227 CHF | 98.67% | 98.67% |
14.11.2024 | 0.20% | 9.63 CHF | 9.65 CHF | 50'600 | 50'600 | 56'183 | 56'183 | 576'968 CHF | 578'092 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 9.61 CHF | 9.63 CHF | 59'900 | 59'900 | 59'120 | 59'120 | 526'928 CHF | 528'110 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 8.93 CHF | 8.95 CHF | 58'600 | 58'600 | 60'944 | 60'944 | 537'336 CHF | 538'555 CHF | 99.80% | 99.80% |
11.11.2024 | 0.25% | 8.31 CHF | 8.33 CHF | 62'500 | 62'500 | 71'391 | 71'391 | 580'763 CHF | 582'191 CHF | 99.73% | 99.73% |
08.11.2024 | 0.30% | 7.20 CHF | 7.22 CHF | 77'200 | 77'200 | 77'499 | 77'499 | 521'845 CHF | 523'395 CHF | 99.15% | 99.15% |
07.11.2024 | 0.30% | 6.38 CHF | 6.40 CHF | 77'800 | 77'800 | 70'526 | 70'526 | 469'270 CHF | 470'680 CHF | 99.96% | 99.96% |