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 | 0.28% | 11.42 CHF | 11.44 CHF | 36'000 | 36'000 | 15'688 | 15'688 | 186'004 CHF | 186'446 CHF | 99.09% | 99.09% |
19.11.2024 | 0.30% | 11.58 CHF | 11.60 CHF | 36'000 | 36'000 | 15'665 | 15'665 | 181'760 CHF | 182'204 CHF | 99.89% | 99.89% |
18.11.2024 | 0.30% | 11.35 CHF | 11.37 CHF | 36'000 | 36'000 | 16'595 | 16'595 | 180'337 CHF | 180'784 CHF | 98.48% | 98.48% |
15.11.2024 | 0.26% | 10.24 CHF | 10.26 CHF | 39'000 | 39'000 | 17'809 | 17'809 | 177'436 CHF | 177'846 CHF | 99.72% | 99.72% |
14.11.2024 | 0.25% | 9.72 CHF | 9.74 CHF | 40'000 | 40'000 | 17'868 | 17'868 | 182'310 CHF | 182'722 CHF | 97.58% | 97.58% |
13.11.2024 | 0.33% | 11.49 CHF | 11.50 CHF | 36'000 | 36'000 | 16'725 | 16'725 | 190'152 CHF | 190'601 CHF | 89.37% | 89.37% |
12.11.2024 | 0.25% | 10.94 CHF | 10.95 CHF | 37'000 | 37'000 | 19'012 | 19'012 | 219'751 CHF | 220'144 CHF | 66.93% | 66.93% |
11.11.2024 | 0.19% | 11.51 CHF | 11.52 CHF | 36'000 | 36'000 | 17'567 | 17'567 | 196'040 CHF | 196'335 CHF | 84.55% | 84.55% |
08.11.2024 | 0.21% | 9.11 CHF | 9.12 CHF | 42'000 | 42'000 | 19'555 | 19'555 | 172'981 CHF | 173'279 CHF | 99.04% | 99.04% |
07.11.2024 | 0.22% | 8.52 CHF | 8.53 CHF | 44'000 | 44'000 | 20'903 | 20'903 | 172'010 CHF | 172'329 CHF | 98.66% | 98.66% |