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 | 0,46% | 10,75 CHF | 10,80 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 322 259 CHF | 323 747 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 10,70 CHF | 10,75 CHF | 30 000 | 30 000 | 29 719 | 29 718 | 318 594 CHF | 320 080 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 10,95 CHF | 11,00 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 323 808 CHF | 325 296 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 10,90 CHF | 10,95 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 330 350 CHF | 331 850 CHF | 83,46% | 83,46% |
14/11/2024 | 0,45% | 11,25 CHF | 11,30 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 331 014 CHF | 332 500 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 11,05 CHF | 11,10 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 327 967 CHF | 329 455 CHF | 99,30% | 99,30% |
12/11/2024 | 0,45% | 11,10 CHF | 11,15 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 334 934 CHF | 336 422 CHF | 100,00% | 100,00% |
11/11/2024 | 0,44% | 11,50 CHF | 11,55 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 342 889 CHF | 344 377 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 11,30 CHF | 11,35 CHF | 30 000 | 30 000 | 29 719 | 29 718 | 337 442 CHF | 338 926 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 11,55 CHF | 11,60 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 344 683 CHF | 346 166 CHF | 100,00% | 100,00% |