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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/10/2024 | 0,17% | 11,54 CHF | 11,56 CHF | 21 000 | 21 000 | 21 000 | 21 000 | 242 342 CHF | 242 762 CHF | 100,00% | 100,00% |
16/10/2024 | 0,18% | 11,51 CHF | 11,53 CHF | 21 000 | 21 000 | 21 017 | 21 017 | 239 706 CHF | 240 126 CHF | 100,00% | 100,00% |
15/10/2024 | 0,18% | 11,41 CHF | 11,43 CHF | 21 000 | 21 000 | 21 000 | 21 000 | 239 677 CHF | 240 097 CHF | 100,00% | 100,00% |
14/10/2024 | 0,18% | 11,35 CHF | 11,37 CHF | 21 000 | 21 000 | 21 788 | 21 788 | 246 690 CHF | 247 125 CHF | 100,00% | 100,00% |
11/10/2024 | 0,18% | 11,29 CHF | 11,31 CHF | 22 000 | 22 000 | 22 000 | 22 000 | 246 023 CHF | 246 463 CHF | 100,00% | 100,00% |
10/10/2024 | 0,18% | 11,19 CHF | 11,21 CHF | 22 000 | 22 000 | 22 000 | 22 000 | 246 245 CHF | 246 685 CHF | 100,00% | 100,00% |
09/10/2024 | 0,18% | 11,18 CHF | 11,20 CHF | 22 000 | 22 000 | 22 000 | 22 000 | 243 823 CHF | 244 263 CHF | 100,00% | 100,00% |
08/10/2024 | 0,18% | 11,09 CHF | 11,11 CHF | 22 000 | 22 000 | 21 931 | 21 931 | 241 800 CHF | 242 240 CHF | 100,00% | 100,00% |
07/10/2024 | 0,18% | 10,97 CHF | 10,99 CHF | 22 000 | 22 000 | 22 000 | 22 000 | 242 848 CHF | 243 288 CHF | 100,00% | 100,00% |
04/10/2024 | 0,18% | 11,03 CHF | 11,05 CHF | 22 000 | 22 000 | 22 000 | 22 000 | 242 642 CHF | 243 082 CHF | 100,00% | 100,00% |