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 | 0,08% | 13,38 CHF | 13,39 CHF | 54 000 | 54 000 | 29 900 | 29 900 | 405 230 CHF | 405 529 CHF | 99,90% | 99,90% |
19/11/2024 | 0,08% | 13,34 CHF | 13,35 CHF | 54 000 | 54 000 | 29 790 | 29 790 | 398 781 CHF | 399 079 CHF | 100,00% | 100,00% |
18/11/2024 | 0,08% | 13,58 CHF | 13,59 CHF | 54 000 | 54 000 | 29 873 | 29 873 | 404 804 CHF | 405 103 CHF | 99,55% | 99,55% |
15/11/2024 | 0,07% | 13,58 CHF | 13,59 CHF | 54 000 | 54 000 | 29 905 | 29 905 | 413 290 CHF | 413 590 CHF | 99,31% | 99,31% |
14/11/2024 | 0,07% | 13,97 CHF | 13,98 CHF | 52 000 | 52 000 | 28 812 | 28 812 | 403 248 CHF | 403 537 CHF | 100,00% | 100,00% |
13/11/2024 | 0,07% | 13,73 CHF | 13,74 CHF | 54 000 | 54 000 | 29 855 | 29 855 | 409 582 CHF | 409 881 CHF | 100,00% | 100,00% |
12/11/2024 | 0,08% | 13,66 CHF | 13,67 CHF | 54 000 | 54 000 | 29 853 | 29 853 | 405 320 CHF | 405 619 CHF | 100,00% | 100,00% |
11/11/2024 | 0,07% | 13,53 CHF | 13,54 CHF | 54 000 | 54 000 | 29 860 | 29 860 | 409 568 CHF | 409 868 CHF | 100,00% | 100,00% |
08/11/2024 | 0,07% | 13,69 CHF | 13,70 CHF | 54 000 | 54 000 | 29 925 | 29 925 | 410 827 CHF | 411 126 CHF | 99,18% | 99,18% |
07/11/2024 | 0,07% | 13,75 CHF | 13,76 CHF | 54 000 | 54 000 | 29 845 | 29 845 | 406 531 CHF | 406 830 CHF | 100,00% | 100,00% |