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% | 12,15 CHF | 12,16 CHF | 97 000 | 97 000 | 31 002 | 31 002 | 376 247 CHF | 376 610 CHF | 99,85% | 99,85% |
19/11/2024 | 0,13% | 11,70 CHF | 11,71 CHF | 100 000 | 100 000 | 31 803 | 31 803 | 368 477 CHF | 368 847 CHF | 100,00% | 100,00% |
18/11/2024 | 0,14% | 11,52 CHF | 11,53 CHF | 100 000 | 100 000 | 32 021 | 32 021 | 360 294 CHF | 360 669 CHF | 99,48% | 99,48% |
15/11/2024 | 0,14% | 11,16 CHF | 11,17 CHF | 105 000 | 105 000 | 32 489 | 32 489 | 366 417 CHF | 366 795 CHF | 99,97% | 99,97% |
14/11/2024 | 0,14% | 11,48 CHF | 11,49 CHF | 100 000 | 100 000 | 31 832 | 31 832 | 365 019 CHF | 365 390 CHF | 99,95% | 99,95% |
13/11/2024 | 0,14% | 11,30 CHF | 11,31 CHF | 100 000 | 100 000 | 33 261 | 33 261 | 372 955 CHF | 373 344 CHF | 99,97% | 99,97% |
12/11/2024 | 0,14% | 10,93 CHF | 10,94 CHF | 105 000 | 105 000 | 33 755 | 33 755 | 368 662 CHF | 369 057 CHF | 100,00% | 100,00% |
11/11/2024 | 0,15% | 10,79 CHF | 10,80 CHF | 105 000 | 105 000 | 33 736 | 33 736 | 361 571 CHF | 361 966 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 10,50 CHF | 10,51 CHF | 110 000 | 110 000 | 34 853 | 34 853 | 367 764 CHF | 368 171 CHF | 100,00% | 100,00% |
07/11/2024 | 0,15% | 10,45 CHF | 10,46 CHF | 110 000 | 110 000 | 35 065 | 35 065 | 363 328 CHF | 363 737 CHF | 100,00% | 100,00% |