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% | 11.82 CHF | 11.84 CHF | 36'000 | 36'000 | 15'677 | 15'677 | 192'152 CHF | 192'594 CHF | 98.61% | 98.61% |
19.11.2024 | 0.29% | 11.98 CHF | 12.00 CHF | 36'000 | 36'000 | 15'666 | 15'666 | 188'035 CHF | 188'479 CHF | 99.89% | 99.89% |
18.11.2024 | 0.28% | 11.75 CHF | 11.77 CHF | 36'000 | 36'000 | 16'835 | 16'835 | 189'302 CHF | 189'753 CHF | 89.26% | 89.26% |
15.11.2024 | 0.25% | 10.64 CHF | 10.66 CHF | 39'000 | 39'000 | 17'809 | 17'809 | 184'597 CHF | 185'007 CHF | 99.72% | 99.72% |
14.11.2024 | 0.24% | 10.12 CHF | 10.14 CHF | 40'000 | 40'000 | 17'921 | 17'921 | 190'019 CHF | 190'431 CHF | 96.91% | 96.91% |
13.11.2024 | 0.32% | 11.89 CHF | 11.90 CHF | 36'000 | 36'000 | 16'807 | 16'807 | 197'828 CHF | 198'276 CHF | 89.21% | 89.21% |
12.11.2024 | 0.24% | 11.34 CHF | 11.35 CHF | 37'000 | 37'000 | 18'904 | 18'904 | 225'907 CHF | 226'301 CHF | 69.07% | 69.07% |
11.11.2024 | 0.18% | 11.91 CHF | 11.92 CHF | 36'000 | 36'000 | 17'785 | 17'785 | 205'494 CHF | 205'789 CHF | 82.90% | 82.90% |
08.11.2024 | 0.20% | 9.51 CHF | 9.52 CHF | 42'000 | 42'000 | 19'554 | 19'554 | 180'699 CHF | 180'997 CHF | 99.04% | 99.04% |
07.11.2024 | 0.21% | 8.91 CHF | 8.92 CHF | 44'000 | 44'000 | 20'969 | 20'969 | 180'863 CHF | 181'182 CHF | 97.09% | 97.09% |