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 | 0,15% | 12,65 CHF | 12,67 CHF | 12 500 | 12 500 | 12 470 | 12 470 | 161 714 CHF | 161 963 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 12,25 CHF | 12,27 CHF | 13 200 | 13 200 | 13 146 | 13 146 | 156 230 CHF | 156 493 CHF | 100,00% | 100,00% |
18/11/2024 | 0,17% | 12,06 CHF | 12,08 CHF | 13 400 | 13 400 | 13 345 | 13 345 | 158 424 CHF | 158 691 CHF | 100,00% | 100,00% |
15/11/2024 | 0,17% | 11,57 CHF | 11,59 CHF | 12 500 | 12 500 | 12 442 | 12 442 | 148 627 CHF | 148 876 CHF | 99,90% | 99,90% |
14/11/2024 | 0,16% | 12,53 CHF | 12,55 CHF | 12 500 | 12 500 | 12 571 | 12 571 | 156 297 CHF | 156 549 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 12,28 CHF | 12,30 CHF | 12 600 | 12 600 | 12 528 | 12 528 | 150 223 CHF | 150 473 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 12,80 CHF | 12,82 CHF | 12 000 | 12 000 | 11 951 | 11 951 | 154 662 CHF | 154 901 CHF | 100,00% | 100,00% |
11/11/2024 | 0,15% | 13,04 CHF | 13,06 CHF | 12 100 | 12 100 | 12 050 | 12 050 | 161 327 CHF | 161 568 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 13,07 CHF | 13,09 CHF | 12 200 | 12 200 | 12 149 | 12 149 | 158 652 CHF | 158 895 CHF | 99,19% | 99,19% |
07/11/2024 | 0,16% | 12,77 CHF | 12,79 CHF | 13 900 | 13 900 | 13 991 | 13 991 | 172 170 CHF | 172 450 CHF | 100,00% | 100,00% |