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 | 0.42% | 12.10 CHF | 12.15 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 119'358 CHF | 119'853 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 11.90 CHF | 11.95 CHF | 10'000 | 10'000 | 9'904 | 9'904 | 117'869 CHF | 118'364 CHF | 98.71% | 98.71% |
18.11.2024 | 0.44% | 11.55 CHF | 11.60 CHF | 10'000 | 10'000 | 9'905 | 9'905 | 113'097 CHF | 113'593 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 11.45 CHF | 11.50 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 115'818 CHF | 116'318 CHF | 71.68% | 71.68% |
14.11.2024 | 0.42% | 11.75 CHF | 11.80 CHF | 10'000 | 10'000 | 9'905 | 9'905 | 118'395 CHF | 118'891 CHF | 100.00% | 100.00% |
13.11.2024 | 0.41% | 12.20 CHF | 12.25 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 121'795 CHF | 122'291 CHF | 99.81% | 99.81% |
12.11.2024 | 0.41% | 12.45 CHF | 12.50 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 122'081 CHF | 122'576 CHF | 100.00% | 100.00% |
11.11.2024 | 0.43% | 11.80 CHF | 11.85 CHF | 10'000 | 10'000 | 9'837 | 9'837 | 116'482 CHF | 116'974 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 12.05 CHF | 12.10 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 116'235 CHF | 116'731 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 10.55 CHF | 10.60 CHF | 10'000 | 10'000 | 9'907 | 9'907 | 105'142 CHF | 105'638 CHF | 100.00% | 100.00% |