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% | 11.12 CHF | 11.14 CHF | 36'000 | 36'000 | 15'663 | 15'663 | 180'983 CHF | 181'425 CHF | 99.46% | 99.46% |
19.11.2024 | 0.31% | 11.28 CHF | 11.30 CHF | 36'000 | 36'000 | 15'665 | 15'665 | 177'046 CHF | 177'490 CHF | 99.89% | 99.89% |
18.11.2024 | 0.30% | 11.05 CHF | 11.07 CHF | 36'000 | 36'000 | 16'528 | 16'528 | 174'654 CHF | 175'100 CHF | 99.47% | 99.47% |
15.11.2024 | 0.27% | 9.93 CHF | 9.95 CHF | 39'000 | 39'000 | 17'809 | 17'809 | 172'045 CHF | 172'454 CHF | 99.72% | 99.72% |
14.11.2024 | 0.26% | 9.42 CHF | 9.44 CHF | 40'000 | 40'000 | 17'901 | 17'901 | 177'213 CHF | 177'626 CHF | 97.34% | 97.34% |
13.11.2024 | 0.34% | 11.19 CHF | 11.20 CHF | 36'000 | 36'000 | 16'823 | 16'823 | 186'202 CHF | 186'650 CHF | 88.65% | 88.65% |
12.11.2024 | 0.26% | 10.64 CHF | 10.65 CHF | 37'000 | 37'000 | 18'784 | 18'784 | 211'527 CHF | 211'922 CHF | 68.48% | 68.48% |
11.11.2024 | 0.20% | 11.21 CHF | 11.22 CHF | 36'000 | 36'000 | 16'763 | 16'763 | 182'218 CHF | 182'510 CHF | 86.27% | 86.27% |
08.11.2024 | 0.22% | 8.81 CHF | 8.82 CHF | 42'000 | 42'000 | 19'554 | 19'554 | 167'178 CHF | 167'476 CHF | 99.04% | 99.04% |
07.11.2024 | 0.23% | 8.22 CHF | 8.23 CHF | 44'000 | 44'000 | 20'899 | 20'899 | 165'777 CHF | 166'096 CHF | 97.87% | 97.87% |