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% | 12,28 CHF | 12,29 CHF | 97 000 | 97 000 | 31 034 | 31 034 | 380 847 CHF | 381 210 CHF | 99,90% | 99,90% |
19/11/2024 | 0,13% | 11,83 CHF | 11,84 CHF | 100 000 | 100 000 | 31 803 | 31 803 | 372 762 CHF | 373 132 CHF | 100,00% | 100,00% |
18/11/2024 | 0,14% | 11,66 CHF | 11,67 CHF | 100 000 | 100 000 | 32 040 | 32 040 | 364 857 CHF | 365 231 CHF | 99,45% | 99,45% |
15/11/2024 | 0,13% | 11,29 CHF | 11,30 CHF | 105 000 | 105 000 | 32 483 | 32 483 | 370 770 CHF | 371 148 CHF | 99,95% | 99,95% |
14/11/2024 | 0,13% | 11,62 CHF | 11,63 CHF | 100 000 | 100 000 | 31 838 | 31 838 | 369 417 CHF | 369 788 CHF | 99,94% | 99,94% |
13/11/2024 | 0,14% | 11,44 CHF | 11,45 CHF | 100 000 | 100 000 | 33 264 | 33 264 | 377 475 CHF | 377 864 CHF | 99,97% | 99,97% |
12/11/2024 | 0,14% | 11,06 CHF | 11,07 CHF | 105 000 | 105 000 | 33 750 | 33 750 | 373 162 CHF | 373 558 CHF | 99,99% | 99,99% |
11/11/2024 | 0,14% | 10,93 CHF | 10,94 CHF | 105 000 | 105 000 | 33 770 | 33 770 | 366 470 CHF | 366 866 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 10,63 CHF | 10,64 CHF | 110 000 | 110 000 | 34 854 | 34 854 | 372 414 CHF | 372 821 CHF | 100,00% | 100,00% |
07/11/2024 | 0,15% | 10,59 CHF | 10,60 CHF | 110 000 | 110 000 | 35 065 | 35 065 | 367 997 CHF | 368 406 CHF | 100,00% | 100,00% |