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% | 11.52 CHF | 11.54 CHF | 36'000 | 36'000 | 15'689 | 15'689 | 187'580 CHF | 188'022 CHF | 99.09% | 99.09% |
19.11.2024 | 0.30% | 11.68 CHF | 11.70 CHF | 36'000 | 36'000 | 15'665 | 15'665 | 183'318 CHF | 183'762 CHF | 99.89% | 99.89% |
18.11.2024 | 0.29% | 11.45 CHF | 11.47 CHF | 36'000 | 36'000 | 16'591 | 16'591 | 181'949 CHF | 182'396 CHF | 98.53% | 98.53% |
15.11.2024 | 0.26% | 10.34 CHF | 10.36 CHF | 39'000 | 39'000 | 17'809 | 17'809 | 179'229 CHF | 179'639 CHF | 99.72% | 99.72% |
14.11.2024 | 0.25% | 9.82 CHF | 9.84 CHF | 40'000 | 40'000 | 17'858 | 17'858 | 183'990 CHF | 184'402 CHF | 97.78% | 97.78% |
13.11.2024 | 0.32% | 11.59 CHF | 11.60 CHF | 36'000 | 36'000 | 16'776 | 16'776 | 192'473 CHF | 192'921 CHF | 89.65% | 89.65% |
12.11.2024 | 0.25% | 11.04 CHF | 11.05 CHF | 37'000 | 37'000 | 18'960 | 18'960 | 221'021 CHF | 221'416 CHF | 67.78% | 67.78% |
11.11.2024 | 0.19% | 11.61 CHF | 11.62 CHF | 36'000 | 36'000 | 17'730 | 17'730 | 199'597 CHF | 199'892 CHF | 82.31% | 82.31% |
08.11.2024 | 0.21% | 9.21 CHF | 9.22 CHF | 42'000 | 42'000 | 19'554 | 19'554 | 174'900 CHF | 175'198 CHF | 99.04% | 99.04% |
07.11.2024 | 0.22% | 8.62 CHF | 8.63 CHF | 44'000 | 44'000 | 21'029 | 21'029 | 175'139 CHF | 175'459 CHF | 97.27% | 97.27% |