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% | 11.70 CHF | 11.76 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 173'217 CHF | 174'117 CHF | 99.45% | 99.45% |
19.11.2024 | 0.51% | 11.39 CHF | 11.45 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 176'354 CHF | 177'254 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 12.02 CHF | 12.08 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 186'599 CHF | 187'499 CHF | 99.29% | 99.29% |
15.11.2024 | 0.47% | 12.78 CHF | 12.84 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 192'353 CHF | 193'253 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 13.34 CHF | 13.40 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 200'510 CHF | 201'410 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 13.06 CHF | 13.12 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 194'071 CHF | 194'971 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 12.98 CHF | 13.04 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 190'284 CHF | 191'184 CHF | 99.80% | 99.80% |
11.11.2024 | 0.49% | 12.27 CHF | 12.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 182'418 CHF | 183'318 CHF | 99.77% | 99.77% |
08.11.2024 | 0.51% | 12.03 CHF | 12.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 176'827 CHF | 177'727 CHF | 99.16% | 99.16% |
07.11.2024 | 0.53% | 11.29 CHF | 11.35 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 169'855 CHF | 170'755 CHF | 99.96% | 99.96% |