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 | 0.26% | 11.99 CHF | 12.02 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 11'855 CHF | 11'886 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 11.31 CHF | 11.34 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 11'242 CHF | 11'274 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 12.01 CHF | 12.04 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 11'684 CHF | 11'714 CHF | 100.00% | 100.00% |
15.11.2024 | 0.27% | 11.46 CHF | 11.49 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 11'546 CHF | 11'577 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 11.65 CHF | 11.68 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 22'537 CHF | 22'623 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 10.80 CHF | 10.85 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 11'428 CHF | 11'476 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 11.82 CHF | 11.87 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 12'242 CHF | 12'293 CHF | 100.00% | 100.00% |
11.11.2024 | 0.39% | 12.85 CHF | 12.90 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 12'588 CHF | 12'637 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 12.28 CHF | 12.34 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 12'530 CHF | 12'581 CHF | 100.00% | 100.00% |
07.11.2024 | 0.41% | 12.92 CHF | 12.98 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 13'041 CHF | 13'094 CHF | 100.00% | 100.00% |