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% | 11.62 CHF | 11.64 CHF | 36'000 | 36'000 | 15'701 | 15'701 | 189'294 CHF | 189'736 CHF | 98.22% | 98.22% |
19.11.2024 | 0.30% | 11.78 CHF | 11.80 CHF | 36'000 | 36'000 | 15'664 | 15'664 | 184'883 CHF | 185'327 CHF | 99.89% | 99.89% |
18.11.2024 | 0.29% | 11.55 CHF | 11.57 CHF | 36'000 | 36'000 | 16'808 | 16'808 | 185'621 CHF | 186'072 CHF | 89.48% | 89.48% |
15.11.2024 | 0.25% | 10.44 CHF | 10.46 CHF | 39'000 | 39'000 | 17'808 | 17'808 | 181'007 CHF | 181'417 CHF | 99.72% | 99.72% |
14.11.2024 | 0.24% | 9.92 CHF | 9.94 CHF | 40'000 | 40'000 | 17'877 | 17'877 | 185'977 CHF | 186'389 CHF | 97.48% | 97.48% |
13.11.2024 | 0.32% | 11.69 CHF | 11.70 CHF | 36'000 | 36'000 | 16'780 | 16'780 | 194'187 CHF | 194'635 CHF | 89.57% | 89.57% |
12.11.2024 | 0.25% | 11.14 CHF | 11.15 CHF | 37'000 | 37'000 | 18'866 | 18'866 | 221'796 CHF | 222'191 CHF | 68.32% | 68.32% |
11.11.2024 | 0.19% | 11.71 CHF | 11.72 CHF | 36'000 | 36'000 | 17'710 | 17'710 | 201'145 CHF | 201'440 CHF | 82.50% | 82.50% |
08.11.2024 | 0.20% | 9.31 CHF | 9.32 CHF | 42'000 | 42'000 | 19'554 | 19'554 | 176'837 CHF | 177'135 CHF | 99.04% | 99.04% |
07.11.2024 | 0.22% | 8.72 CHF | 8.73 CHF | 44'000 | 44'000 | 20'945 | 20'945 | 176'493 CHF | 176'812 CHF | 98.17% | 98.17% |