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 | 0.52% | 11.59 CHF | 11.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 171'456 CHF | 172'356 CHF | 99.44% | 99.44% |
19.11.2024 | 0.51% | 11.27 CHF | 11.33 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 174'592 CHF | 175'492 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 11.90 CHF | 11.96 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 184'836 CHF | 185'736 CHF | 99.27% | 99.27% |
15.11.2024 | 0.47% | 12.67 CHF | 12.73 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 190'588 CHF | 191'488 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 13.23 CHF | 13.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 198'740 CHF | 199'640 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 12.94 CHF | 13.00 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 192'320 CHF | 193'220 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 12.86 CHF | 12.92 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 188'526 CHF | 189'426 CHF | 99.80% | 99.80% |
11.11.2024 | 0.50% | 12.15 CHF | 12.21 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 180'670 CHF | 181'570 CHF | 99.75% | 99.75% |
08.11.2024 | 0.51% | 11.92 CHF | 11.98 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 175'092 CHF | 175'992 CHF | 99.15% | 99.15% |
07.11.2024 | 0.53% | 11.17 CHF | 11.23 CHF | 15'000 | 15'000 | 14'996 | 14'996 | 168'141 CHF | 169'041 CHF | 99.96% | 99.96% |