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% | 11.35 CHF | 11.37 CHF | 25'800 | 25'800 | 12'511 | 12'511 | 135'980 CHF | 136'325 CHF | 99.89% | 99.89% |
19.11.2024 | 0.28% | 11.04 CHF | 11.06 CHF | 25'400 | 25'400 | 12'343 | 12'343 | 135'348 CHF | 135'688 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 10.45 CHF | 10.47 CHF | 21'500 | 21'500 | 10'377 | 10'377 | 116'245 CHF | 116'591 CHF | 99.85% | 99.85% |
15.11.2024 | 0.34% | 12.13 CHF | 12.15 CHF | 25'300 | 25'300 | 12'250 | 12'250 | 142'982 CHF | 143'387 CHF | 99.97% | 99.97% |
14.11.2024 | 0.37% | 10.88 CHF | 10.90 CHF | 25'100 | 25'100 | 11'972 | 11'972 | 126'693 CHF | 127'086 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 10.19 CHF | 10.21 CHF | 28'600 | 28'600 | 13'790 | 13'790 | 135'807 CHF | 136'187 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 9.55 CHF | 9.57 CHF | 31'900 | 31'900 | 15'152 | 15'152 | 138'654 CHF | 139'070 CHF | 100.00% | 100.00% |
11.11.2024 | 0.36% | 8.82 CHF | 8.84 CHF | 31'800 | 31'800 | 15'366 | 15'366 | 134'748 CHF | 135'169 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 8.23 CHF | 8.24 CHF | 33'800 | 33'800 | 16'072 | 16'072 | 131'319 CHF | 131'640 CHF | 99.85% | 99.85% |
07.11.2024 | 0.35% | 8.51 CHF | 8.53 CHF | 28'500 | 28'500 | 13'945 | 13'945 | 122'851 CHF | 123'236 CHF | 100.00% | 100.00% |