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 | 0.56% | 10.85 CHF | 10.91 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 160'397 CHF | 161'297 CHF | 99.42% | 99.42% |
19.11.2024 | 0.55% | 10.54 CHF | 10.60 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 163'565 CHF | 164'465 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 11.16 CHF | 11.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 173'749 CHF | 174'649 CHF | 99.26% | 99.26% |
15.11.2024 | 0.50% | 11.93 CHF | 11.99 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 179'489 CHF | 180'389 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 12.49 CHF | 12.55 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 187'630 CHF | 188'530 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 12.21 CHF | 12.27 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 181'287 CHF | 182'187 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 12.12 CHF | 12.18 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 177'508 CHF | 178'408 CHF | 99.79% | 99.79% |
11.11.2024 | 0.53% | 11.42 CHF | 11.48 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 169'678 CHF | 170'578 CHF | 99.74% | 99.74% |
08.11.2024 | 0.55% | 11.19 CHF | 11.25 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 164'192 CHF | 165'092 CHF | 99.15% | 99.15% |
07.11.2024 | 0.57% | 10.44 CHF | 10.50 CHF | 15'000 | 15'000 | 14'996 | 14'996 | 157'209 CHF | 158'109 CHF | 100.00% | 100.00% |