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 | 0.77% | 12.50 CHF | 12.60 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 129'800 CHF | 65'400 CHF | 99.49% | 99.49% |
19.11.2024 | 0.83% | 12.18 CHF | 12.28 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 120'921 CHF | 60'961 CHF | 97.54% | 97.54% |
18.11.2024 | 0.74% | 13.60 CHF | 13.70 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 134'364 CHF | 67'682 CHF | 99.39% | 99.39% |
15.11.2024 | 0.76% | 13.14 CHF | 13.24 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 130'787 CHF | 65'894 CHF | 98.85% | 98.85% |
14.11.2024 | 0.40% | 12.84 CHF | 12.90 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 123'659 CHF | 62'080 CHF | 99.50% | 99.50% |
13.11.2024 | 0.83% | 11.00 CHF | 11.10 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 119'836 CHF | 60'418 CHF | 95.89% | 95.89% |
12.11.2024 | 0.77% | 12.08 CHF | 12.18 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 130'124 CHF | 65'562 CHF | 99.57% | 99.57% |
11.11.2024 | 0.39% | 13.82 CHF | 13.86 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 129'602 CHF | 65'052 CHF | 94.72% | 94.72% |
08.11.2024 | 0.84% | 11.42 CHF | 11.52 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 118'257 CHF | 59'629 CHF | 91.95% | 91.95% |
07.11.2024 | 0.69% | 13.78 CHF | 13.88 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 143'796 CHF | 72'398 CHF | 99.53% | 99.53% |