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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.28% | 11.22 CHF | 11.24 CHF | 37'000 | 37'000 | 17'532 | 17'532 | 191'903 CHF | 192'374 CHF | 98.01% | 98.01% |
20.11.2024 | 0.28% | 11.72 CHF | 11.74 CHF | 36'000 | 36'000 | 15'677 | 15'677 | 190'579 CHF | 191'021 CHF | 98.59% | 98.59% |
19.11.2024 | 0.29% | 11.88 CHF | 11.90 CHF | 36'000 | 36'000 | 15'664 | 15'664 | 186'455 CHF | 186'899 CHF | 99.89% | 99.89% |
18.11.2024 | 0.29% | 11.65 CHF | 11.67 CHF | 36'000 | 36'000 | 16'826 | 16'826 | 187'507 CHF | 187'958 CHF | 89.22% | 89.22% |
15.11.2024 | 0.25% | 10.54 CHF | 10.56 CHF | 39'000 | 39'000 | 17'809 | 17'809 | 182'804 CHF | 183'214 CHF | 99.72% | 99.72% |
14.11.2024 | 0.24% | 10.02 CHF | 10.04 CHF | 40'000 | 40'000 | 17'923 | 17'923 | 188'244 CHF | 188'657 CHF | 96.90% | 96.90% |
13.11.2024 | 0.32% | 11.79 CHF | 11.80 CHF | 36'000 | 36'000 | 16'767 | 16'767 | 195'713 CHF | 196'161 CHF | 89.75% | 89.75% |
12.11.2024 | 0.25% | 11.24 CHF | 11.25 CHF | 37'000 | 37'000 | 18'948 | 18'948 | 224'642 CHF | 225'036 CHF | 67.89% | 67.89% |
11.11.2024 | 0.19% | 11.81 CHF | 11.82 CHF | 36'000 | 36'000 | 17'711 | 17'711 | 202'884 CHF | 203'179 CHF | 82.86% | 82.86% |
08.11.2024 | 0.20% | 9.41 CHF | 9.42 CHF | 42'000 | 42'000 | 19'554 | 19'554 | 178'766 CHF | 179'064 CHF | 99.04% | 99.04% |