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 | 0.29% | 11.23 CHF | 11.25 CHF | 36'000 | 36'000 | 15'662 | 15'662 | 182'634 CHF | 183'076 CHF | 99.45% | 99.45% |
19.11.2024 | 0.31% | 11.38 CHF | 11.40 CHF | 36'000 | 36'000 | 15'688 | 15'688 | 178'974 CHF | 179'418 CHF | 99.53% | 99.53% |
18.11.2024 | 0.30% | 11.15 CHF | 11.17 CHF | 36'000 | 36'000 | 16'599 | 16'599 | 177'131 CHF | 177'578 CHF | 98.40% | 98.40% |
15.11.2024 | 0.26% | 10.04 CHF | 10.06 CHF | 39'000 | 39'000 | 17'809 | 17'809 | 173'951 CHF | 174'361 CHF | 99.72% | 99.72% |
14.11.2024 | 0.25% | 9.52 CHF | 9.54 CHF | 40'000 | 40'000 | 17'972 | 17'972 | 179'805 CHF | 180'218 CHF | 96.49% | 96.49% |
13.11.2024 | 0.33% | 11.30 CHF | 11.31 CHF | 36'000 | 36'000 | 16'585 | 16'585 | 185'181 CHF | 185'629 CHF | 88.82% | 88.82% |
12.11.2024 | 0.26% | 10.75 CHF | 10.76 CHF | 37'000 | 37'000 | 18'739 | 18'739 | 212'964 CHF | 213'358 CHF | 69.60% | 69.60% |
11.11.2024 | 0.19% | 11.32 CHF | 11.33 CHF | 36'000 | 36'000 | 17'784 | 17'784 | 194'978 CHF | 195'274 CHF | 82.70% | 82.70% |
08.11.2024 | 0.21% | 8.92 CHF | 8.93 CHF | 42'000 | 42'000 | 19'554 | 19'554 | 169'222 CHF | 169'520 CHF | 99.04% | 99.04% |
07.11.2024 | 0.23% | 8.33 CHF | 8.34 CHF | 44'000 | 44'000 | 20'952 | 20'952 | 168'384 CHF | 168'703 CHF | 98.10% | 98.10% |