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% | 11.96 CHF | 11.97 CHF | 38'000 | 38'000 | 15'920 | 15'920 | 192'973 CHF | 193'251 CHF | 99.90% | 99.90% |
19.11.2024 | 0.18% | 11.96 CHF | 11.97 CHF | 38'000 | 38'000 | 15'894 | 15'894 | 188'183 CHF | 188'452 CHF | 99.96% | 99.96% |
18.11.2024 | 0.18% | 12.25 CHF | 12.26 CHF | 37'000 | 37'000 | 13'854 | 13'854 | 172'696 CHF | 172'928 CHF | 98.05% | 98.05% |
15.11.2024 | 0.20% | 12.75 CHF | 12.76 CHF | 36'000 | 36'000 | 16'557 | 16'557 | 202'566 CHF | 202'873 CHF | 99.36% | 99.36% |
14.11.2024 | 0.19% | 11.49 CHF | 11.50 CHF | 39'000 | 39'000 | 16'304 | 16'304 | 194'143 CHF | 194'439 CHF | 100.00% | 100.00% |
13.11.2024 | 0.24% | 12.36 CHF | 12.37 CHF | 36'000 | 36'000 | 10'116 | 10'116 | 122'182 CHF | 122'407 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 11.47 CHF | 11.48 CHF | 39'000 | 39'000 | 16'434 | 16'434 | 189'091 CHF | 189'336 CHF | 99.92% | 99.92% |
11.11.2024 | 0.15% | 12.07 CHF | 12.08 CHF | 37'000 | 37'000 | 17'082 | 17'082 | 201'228 CHF | 201'490 CHF | 99.09% | 99.09% |
08.11.2024 | 0.17% | 11.06 CHF | 11.07 CHF | 40'000 | 40'000 | 17'659 | 17'659 | 189'137 CHF | 189'405 CHF | 99.18% | 99.18% |
07.11.2024 | 0.17% | 10.42 CHF | 10.43 CHF | 40'000 | 40'000 | 18'582 | 18'582 | 193'237 CHF | 193'515 CHF | 99.04% | 99.04% |