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% | 10,50 CHF | 10,55 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 187 257 CHF | 188 150 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 10,50 CHF | 10,55 CHF | 18 000 | 18 000 | 17 828 | 17 828 | 186 114 CHF | 187 006 CHF | 98,86% | 98,86% |
18/11/2024 | 0,49% | 10,25 CHF | 10,30 CHF | 18 000 | 18 000 | 18 082 | 18 082 | 185 082 CHF | 185 987 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 10,15 CHF | 10,20 CHF | 18 500 | 18 500 | 18 500 | 18 500 | 189 115 CHF | 190 040 CHF | 72,08% | 72,08% |
14/11/2024 | 0,48% | 10,50 CHF | 10,55 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 185 779 CHF | 186 672 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 10,35 CHF | 10,40 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 185 101 CHF | 185 994 CHF | 99,26% | 99,26% |
12/11/2024 | 0,47% | 10,65 CHF | 10,70 CHF | 18 000 | 18 000 | 17 470 | 17 470 | 186 922 CHF | 187 796 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 10,85 CHF | 10,90 CHF | 17 500 | 17 500 | 17 336 | 17 336 | 188 867 CHF | 189 735 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 10,65 CHF | 10,70 CHF | 18 000 | 18 000 | 17 721 | 17 721 | 189 649 CHF | 190 536 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 10,70 CHF | 10,75 CHF | 18 000 | 18 000 | 17 715 | 17 715 | 190 500 CHF | 191 387 CHF | 100,00% | 100,00% |