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 | 0.55% | 10.96 CHF | 11.02 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 162'120 CHF | 163'020 CHF | 99.47% | 99.47% |
19.11.2024 | 0.54% | 10.65 CHF | 10.71 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 165'283 CHF | 166'183 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 11.28 CHF | 11.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 175'479 CHF | 176'379 CHF | 99.30% | 99.30% |
15.11.2024 | 0.50% | 12.04 CHF | 12.10 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 181'220 CHF | 182'120 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 12.60 CHF | 12.66 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 189'358 CHF | 190'258 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 12.32 CHF | 12.38 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 183'006 CHF | 183'906 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 12.24 CHF | 12.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 179'225 CHF | 180'125 CHF | 99.82% | 99.82% |
11.11.2024 | 0.52% | 11.53 CHF | 11.59 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 171'391 CHF | 172'291 CHF | 99.78% | 99.78% |
08.11.2024 | 0.54% | 11.30 CHF | 11.36 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 165'889 CHF | 166'789 CHF | 99.17% | 99.17% |
07.11.2024 | 0.57% | 10.56 CHF | 10.62 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 158'888 CHF | 159'788 CHF | 99.96% | 99.96% |