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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,16% | 12,78 CHF | 12,80 CHF | 21 000 | 21 000 | 21 000 | 21 000 | 266 826 CHF | 267 246 CHF | 99,64% | 99,64% |
20/11/2024 | 0,16% | 12,57 CHF | 12,59 CHF | 21 000 | 21 000 | 21 000 | 21 000 | 265 318 CHF | 265 738 CHF | 99,43% | 99,43% |
19/11/2024 | 0,16% | 12,47 CHF | 12,49 CHF | 21 000 | 21 000 | 21 033 | 21 033 | 262 349 CHF | 262 770 CHF | 100,00% | 100,00% |
18/11/2024 | 0,16% | 12,53 CHF | 12,55 CHF | 21 000 | 21 000 | 21 000 | 21 000 | 262 763 CHF | 263 183 CHF | 99,88% | 99,88% |
15/11/2024 | 0,16% | 12,42 CHF | 12,44 CHF | 21 000 | 21 000 | 21 773 | 21 773 | 268 227 CHF | 268 663 CHF | 100,00% | 100,00% |
14/11/2024 | 0,16% | 12,53 CHF | 12,55 CHF | 21 000 | 21 000 | 21 798 | 21 798 | 268 867 CHF | 269 303 CHF | 98,57% | 98,57% |
13/11/2024 | 0,16% | 12,54 CHF | 12,56 CHF | 21 000 | 21 000 | 21 000 | 21 000 | 263 243 CHF | 263 663 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 12,33 CHF | 12,35 CHF | 22 000 | 22 000 | 21 097 | 21 097 | 262 635 CHF | 263 057 CHF | 99,90% | 99,90% |
11/11/2024 | 0,16% | 12,64 CHF | 12,66 CHF | 21 000 | 21 000 | 21 000 | 21 000 | 265 971 CHF | 266 391 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 12,62 CHF | 12,64 CHF | 21 000 | 21 000 | 21 000 | 21 000 | 264 974 CHF | 265 394 CHF | 98,30% | 98,30% |