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 | 0.19% | 11.88 CHF | 11.89 CHF | 38'000 | 38'000 | 15'890 | 15'890 | 191'296 CHF | 191'574 CHF | 99.76% | 99.76% |
19.11.2024 | 0.19% | 11.88 CHF | 11.89 CHF | 38'000 | 38'000 | 15'836 | 15'836 | 186'163 CHF | 186'432 CHF | 99.64% | 99.64% |
18.11.2024 | 0.18% | 12.17 CHF | 12.18 CHF | 37'000 | 37'000 | 13'802 | 13'802 | 170'967 CHF | 171'199 CHF | 97.45% | 97.45% |
15.11.2024 | 0.20% | 12.66 CHF | 12.67 CHF | 36'000 | 36'000 | 16'704 | 16'704 | 203'124 CHF | 203'432 CHF | 96.17% | 96.17% |
14.11.2024 | 0.19% | 11.40 CHF | 11.41 CHF | 39'000 | 39'000 | 16'322 | 16'322 | 192'963 CHF | 193'259 CHF | 99.72% | 99.72% |
13.11.2024 | 0.24% | 12.28 CHF | 12.29 CHF | 36'000 | 36'000 | 10'091 | 10'091 | 121'029 CHF | 121'253 CHF | 99.71% | 99.71% |
12.11.2024 | 0.16% | 11.39 CHF | 11.40 CHF | 39'000 | 39'000 | 16'419 | 16'419 | 187'545 CHF | 187'790 CHF | 99.85% | 99.85% |
11.11.2024 | 0.16% | 11.99 CHF | 12.00 CHF | 37'000 | 37'000 | 17'033 | 17'033 | 199'278 CHF | 199'540 CHF | 98.86% | 98.86% |
08.11.2024 | 0.18% | 10.97 CHF | 10.98 CHF | 40'000 | 40'000 | 17'571 | 17'571 | 186'754 CHF | 187'021 CHF | 98.80% | 98.80% |
07.11.2024 | 0.17% | 10.34 CHF | 10.35 CHF | 40'000 | 40'000 | 18'700 | 18'700 | 192'930 CHF | 193'209 CHF | 97.03% | 97.03% |