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 | 0,17% | 11,72 CHF | 11,74 CHF | 21 000 | 21 000 | 21 000 | 21 000 | 244 543 CHF | 244 963 CHF | 99,64% | 99,64% |
20/11/2024 | 0,17% | 11,51 CHF | 11,53 CHF | 21 000 | 21 000 | 21 000 | 21 000 | 243 044 CHF | 243 464 CHF | 99,43% | 99,43% |
19/11/2024 | 0,18% | 11,41 CHF | 11,43 CHF | 21 000 | 21 000 | 21 033 | 21 033 | 240 042 CHF | 240 463 CHF | 100,00% | 100,00% |
18/11/2024 | 0,17% | 11,47 CHF | 11,49 CHF | 21 000 | 21 000 | 21 000 | 21 000 | 240 494 CHF | 240 914 CHF | 99,88% | 99,88% |
15/11/2024 | 0,18% | 11,36 CHF | 11,38 CHF | 21 000 | 21 000 | 21 773 | 21 773 | 245 148 CHF | 245 583 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 11,47 CHF | 11,49 CHF | 21 000 | 21 000 | 21 798 | 21 798 | 245 768 CHF | 246 204 CHF | 98,59% | 98,59% |
13/11/2024 | 0,17% | 11,48 CHF | 11,50 CHF | 21 000 | 21 000 | 21 000 | 21 000 | 240 986 CHF | 241 406 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 11,27 CHF | 11,29 CHF | 22 000 | 22 000 | 21 097 | 21 097 | 240 288 CHF | 240 710 CHF | 99,90% | 99,90% |
11/11/2024 | 0,17% | 11,58 CHF | 11,60 CHF | 21 000 | 21 000 | 21 000 | 21 000 | 243 728 CHF | 244 148 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 11,57 CHF | 11,59 CHF | 21 000 | 21 000 | 21 000 | 21 000 | 242 744 CHF | 243 164 CHF | 98,30% | 98,30% |