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 | 0,48% | 10,55 CHF | 10,60 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 314 875 CHF | 316 361 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 10,50 CHF | 10,55 CHF | 30 000 | 30 000 | 29 719 | 29 718 | 312 967 CHF | 314 453 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 10,65 CHF | 10,70 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 315 375 CHF | 316 863 CHF | 100,00% | 100,00% |
15/11/2024 | 0,47% | 10,60 CHF | 10,65 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 320 148 CHF | 321 648 CHF | 83,45% | 83,45% |
14/11/2024 | 0,47% | 10,80 CHF | 10,85 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 319 015 CHF | 320 503 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 10,70 CHF | 10,75 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 317 416 CHF | 318 904 CHF | 99,29% | 99,29% |
12/11/2024 | 0,47% | 10,70 CHF | 10,75 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 320 821 CHF | 322 308 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 10,90 CHF | 10,95 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 324 944 CHF | 326 431 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 10,80 CHF | 10,85 CHF | 30 000 | 30 000 | 29 719 | 29 718 | 321 950 CHF | 323 431 CHF | 100,00% | 100,00% |
07/11/2024 | 0,46% | 10,95 CHF | 11,00 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 325 598 CHF | 327 082 CHF | 100,00% | 100,00% |