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 | 0.28% | 12.66 CHF | 12.68 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 128'066 CHF | 74'420 CHF | 99.57% | 99.57% |
19.11.2024 | 0.29% | 12.44 CHF | 12.46 CHF | 10'000 | 10'000 | 10'000 | 5'808 | 124'119 CHF | 72'178 CHF | 98.97% | 98.97% |
18.11.2024 | 0.28% | 12.64 CHF | 12.66 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 129'454 CHF | 75'084 CHF | 99.45% | 99.45% |
15.11.2024 | 0.28% | 12.94 CHF | 12.96 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 131'131 CHF | 76'118 CHF | 99.56% | 99.56% |
14.11.2024 | 0.25% | 13.68 CHF | 13.70 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 142'578 CHF | 82'260 CHF | 99.57% | 99.57% |
13.11.2024 | 0.25% | 14.66 CHF | 14.68 CHF | 10'000 | 10'000 | 10'000 | 5'875 | 142'552 CHF | 84'284 CHF | 97.41% | 97.41% |
12.11.2024 | 0.26% | 14.54 CHF | 14.56 CHF | 10'000 | 10'000 | 10'000 | 5'845 | 141'467 CHF | 83'328 CHF | 94.75% | 94.75% |
11.11.2024 | 0.28% | 14.06 CHF | 14.08 CHF | 10'000 | 10'000 | 10'000 | 5'804 | 129'897 CHF | 76'656 CHF | 99.51% | 99.51% |
08.11.2024 | 0.32% | 11.94 CHF | 11.96 CHF | 10'000 | 10'000 | 10'000 | 5'811 | 114'086 CHF | 66'768 CHF | 99.62% | 99.62% |
07.11.2024 | 0.33% | 11.46 CHF | 11.48 CHF | 10'000 | 10'000 | 10'000 | 5'811 | 111'802 CHF | 65'406 CHF | 99.58% | 99.58% |