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 | 0,11% | 13,74 CHF | 13,75 CHF | 94 000 | 94 000 | 51 153 | 51 153 | 707 160 CHF | 707 867 CHF | 99,90% | 99,90% |
19/11/2024 | 0,11% | 13,89 CHF | 13,90 CHF | 93 000 | 93 000 | 51 518 | 51 518 | 710 741 CHF | 711 456 CHF | 100,00% | 100,00% |
18/11/2024 | 0,11% | 13,89 CHF | 13,90 CHF | 93 000 | 93 000 | 51 615 | 51 615 | 709 707 CHF | 710 424 CHF | 99,89% | 99,89% |
15/11/2024 | 0,11% | 13,66 CHF | 13,67 CHF | 94 000 | 94 000 | 51 789 | 51 789 | 711 344 CHF | 712 062 CHF | 99,90% | 99,90% |
14/11/2024 | 0,11% | 13,79 CHF | 13,80 CHF | 94 000 | 94 000 | 51 817 | 51 817 | 710 296 CHF | 711 016 CHF | 99,39% | 99,39% |
13/11/2024 | 0,11% | 13,56 CHF | 13,57 CHF | 95 000 | 95 000 | 52 265 | 52 265 | 706 025 CHF | 706 748 CHF | 100,00% | 100,00% |
12/11/2024 | 0,11% | 13,60 CHF | 13,61 CHF | 95 000 | 95 000 | 52 269 | 52 269 | 706 542 CHF | 707 266 CHF | 100,00% | 100,00% |
11/11/2024 | 0,11% | 13,42 CHF | 13,43 CHF | 95 000 | 95 000 | 52 071 | 52 071 | 706 223 CHF | 706 945 CHF | 99,65% | 99,65% |
08/11/2024 | 0,11% | 13,59 CHF | 13,60 CHF | 95 000 | 95 000 | 52 091 | 52 091 | 709 625 CHF | 710 347 CHF | 100,00% | 100,00% |
07/11/2024 | 0,12% | 13,51 CHF | 13,52 CHF | 95 000 | 95 000 | 53 015 | 53 015 | 711 220 CHF | 711 957 CHF | 100,00% | 100,00% |