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 | 0.60% | 11.17 CHF | 11.24 CHF | 12'100 | 12'100 | 11'302 | 11'302 | 131'174 CHF | 131'965 CHF | 100.00% | 100.00% |
19.11.2024 | 0.64% | 11.16 CHF | 11.23 CHF | 12'100 | 12'100 | 12'100 | 12'100 | 131'497 CHF | 132'344 CHF | 99.84% | 99.84% |
18.11.2024 | 0.62% | 11.06 CHF | 11.13 CHF | 11'700 | 11'700 | 11'532 | 11'532 | 129'328 CHF | 130'135 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 11.43 CHF | 11.50 CHF | 11'200 | 11'200 | 11'433 | 11'433 | 132'386 CHF | 133'186 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 11.26 CHF | 11.33 CHF | 11'600 | 11'600 | 11'511 | 11'511 | 130'498 CHF | 131'304 CHF | 100.00% | 100.00% |
13.11.2024 | 0.62% | 11.77 CHF | 11.84 CHF | 11'100 | 11'100 | 11'748 | 11'748 | 132'099 CHF | 132'921 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 11.32 CHF | 11.39 CHF | 11'300 | 11'300 | 10'598 | 10'598 | 122'713 CHF | 123'456 CHF | 99.86% | 99.86% |
11.11.2024 | 0.56% | 12.13 CHF | 12.20 CHF | 10'800 | 10'800 | 10'800 | 10'800 | 133'634 CHF | 134'390 CHF | 100.00% | 100.00% |
08.11.2024 | 0.59% | 11.76 CHF | 11.83 CHF | 11'000 | 11'000 | 11'000 | 11'000 | 129'825 CHF | 130'595 CHF | 98.88% | 98.88% |
07.11.2024 | 0.60% | 11.35 CHF | 11.42 CHF | 12'000 | 12'000 | 11'414 | 11'414 | 132'136 CHF | 132'935 CHF | 100.00% | 100.00% |