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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.29% | 12.68 CHF | 12.70 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 126'468 CHF | 73'718 CHF | 99.10% | 99.10% |
20.11.2024 | 0.31% | 11.34 CHF | 11.36 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 114'989 CHF | 66'812 CHF | 99.62% | 99.62% |
19.11.2024 | 0.33% | 11.14 CHF | 11.16 CHF | 10'000 | 10'000 | 10'000 | 5'806 | 111'071 CHF | 64'582 CHF | 99.04% | 99.04% |
18.11.2024 | 0.31% | 11.34 CHF | 11.36 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 116'349 CHF | 67'439 CHF | 99.59% | 99.59% |
15.11.2024 | 0.31% | 11.62 CHF | 11.64 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 118'009 CHF | 68'486 CHF | 99.60% | 99.60% |
14.11.2024 | 0.28% | 12.38 CHF | 12.40 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 129'442 CHF | 74'622 CHF | 99.62% | 99.62% |
13.11.2024 | 0.28% | 13.34 CHF | 13.36 CHF | 10'000 | 10'000 | 10'000 | 5'871 | 129'508 CHF | 76'566 CHF | 97.53% | 97.53% |
12.11.2024 | 0.28% | 13.24 CHF | 13.26 CHF | 10'000 | 10'000 | 10'000 | 5'840 | 128'443 CHF | 75'658 CHF | 95.00% | 95.00% |
11.11.2024 | 0.31% | 12.76 CHF | 12.78 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 116'908 CHF | 69'089 CHF | 99.60% | 99.60% |
08.11.2024 | 0.36% | 10.64 CHF | 10.66 CHF | 10'000 | 10'000 | 10'000 | 5'811 | 101'208 CHF | 59'277 CHF | 99.64% | 99.64% |