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 | 0,13% | 12,70 CHF | 12,71 CHF | 97 000 | 97 000 | 31 032 | 31 032 | 393 895 CHF | 394 258 CHF | 99,90% | 99,90% |
19/11/2024 | 0,13% | 12,25 CHF | 12,26 CHF | 100 000 | 100 000 | 31 802 | 31 802 | 386 063 CHF | 386 434 CHF | 100,00% | 100,00% |
18/11/2024 | 0,13% | 12,08 CHF | 12,09 CHF | 100 000 | 100 000 | 32 130 | 32 130 | 379 268 CHF | 379 644 CHF | 99,88% | 99,88% |
15/11/2024 | 0,13% | 11,71 CHF | 11,72 CHF | 105 000 | 105 000 | 32 508 | 32 508 | 384 704 CHF | 385 082 CHF | 100,00% | 100,00% |
14/11/2024 | 0,13% | 12,04 CHF | 12,05 CHF | 100 000 | 100 000 | 31 879 | 31 879 | 383 289 CHF | 383 661 CHF | 100,00% | 100,00% |
13/11/2024 | 0,13% | 11,86 CHF | 11,87 CHF | 100 000 | 100 000 | 33 280 | 33 280 | 391 542 CHF | 391 931 CHF | 100,00% | 100,00% |
12/11/2024 | 0,14% | 11,48 CHF | 11,49 CHF | 105 000 | 105 000 | 33 754 | 33 754 | 387 223 CHF | 387 619 CHF | 100,00% | 100,00% |
11/11/2024 | 0,14% | 11,34 CHF | 11,35 CHF | 105 000 | 105 000 | 33 765 | 33 765 | 380 382 CHF | 380 778 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 11,04 CHF | 11,05 CHF | 110 000 | 110 000 | 34 853 | 34 853 | 386 693 CHF | 387 100 CHF | 100,00% | 100,00% |
07/11/2024 | 0,14% | 11,00 CHF | 11,01 CHF | 110 000 | 110 000 | 35 064 | 35 064 | 382 337 CHF | 382 746 CHF | 100,00% | 100,00% |