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 | 1,08% | 10,54 CHF | 10,56 CHF | 11 600 | 11 600 | 5 195 | 5 195 | 55 462 CHF | 55 882 CHF | 99,89% | 99,89% |
19/11/2024 | 1,09% | 10,70 CHF | 10,72 CHF | 11 500 | 11 500 | 5 206 | 5 206 | 55 285 CHF | 55 704 CHF | 100,00% | 100,00% |
18/11/2024 | 1,04% | 11,19 CHF | 11,21 CHF | 11 300 | 11 300 | 5 052 | 5 052 | 57 109 CHF | 57 522 CHF | 99,59% | 99,59% |
15/11/2024 | 1,06% | 11,24 CHF | 11,26 CHF | 10 400 | 10 400 | 4 623 | 4 623 | 56 129 CHF | 56 542 CHF | 99,58% | 99,58% |
14/11/2024 | 1,06% | 12,66 CHF | 12,68 CHF | 10 500 | 10 500 | 4 724 | 4 724 | 58 356 CHF | 58 779 CHF | 100,00% | 100,00% |
13/11/2024 | 1,05% | 12,16 CHF | 12,18 CHF | 10 300 | 10 300 | 4 633 | 4 633 | 56 754 CHF | 57 167 CHF | 99,47% | 99,47% |
12/11/2024 | 1,09% | 12,87 CHF | 12,90 CHF | 9 900 | 9 900 | 4 441 | 4 441 | 57 068 CHF | 57 508 CHF | 99,86% | 99,86% |
11/11/2024 | 1,05% | 13,02 CHF | 13,04 CHF | 10 300 | 10 300 | 4 570 | 4 570 | 58 407 CHF | 58 816 CHF | 99,27% | 99,27% |
08/11/2024 | 1,05% | 12,63 CHF | 12,65 CHF | 10 800 | 10 800 | 4 854 | 4 854 | 58 656 CHF | 59 063 CHF | 99,20% | 99,20% |
07/11/2024 | 1,05% | 11,75 CHF | 11,77 CHF | 10 900 | 10 900 | 4 892 | 4 892 | 57 237 CHF | 57 652 CHF | 99,90% | 99,90% |