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% | 13,30 CHF | 13,31 CHF | 54 000 | 54 000 | 29 899 | 29 899 | 402 994 CHF | 403 294 CHF | 99,90% | 99,90% |
19/11/2024 | 0,08% | 13,27 CHF | 13,28 CHF | 54 000 | 54 000 | 29 788 | 29 788 | 396 546 CHF | 396 845 CHF | 100,00% | 100,00% |
18/11/2024 | 0,08% | 13,50 CHF | 13,51 CHF | 54 000 | 54 000 | 29 872 | 29 872 | 402 575 CHF | 402 874 CHF | 99,55% | 99,55% |
15/11/2024 | 0,07% | 13,50 CHF | 13,51 CHF | 54 000 | 54 000 | 30 001 | 30 001 | 412 411 CHF | 412 711 CHF | 98,95% | 98,95% |
14/11/2024 | 0,07% | 13,90 CHF | 13,91 CHF | 52 000 | 52 000 | 28 835 | 28 835 | 401 494 CHF | 401 783 CHF | 99,67% | 99,67% |
13/11/2024 | 0,07% | 13,65 CHF | 13,66 CHF | 54 000 | 54 000 | 29 856 | 29 856 | 407 414 CHF | 407 713 CHF | 100,00% | 100,00% |
12/11/2024 | 0,08% | 13,59 CHF | 13,60 CHF | 54 000 | 54 000 | 29 853 | 29 853 | 403 153 CHF | 403 452 CHF | 100,00% | 100,00% |
11/11/2024 | 0,07% | 13,46 CHF | 13,47 CHF | 54 000 | 54 000 | 29 861 | 29 861 | 407 425 CHF | 407 724 CHF | 100,00% | 100,00% |
08/11/2024 | 0,07% | 13,62 CHF | 13,63 CHF | 54 000 | 54 000 | 29 924 | 29 924 | 408 685 CHF | 408 985 CHF | 99,20% | 99,20% |
07/11/2024 | 0,08% | 13,68 CHF | 13,69 CHF | 54 000 | 54 000 | 29 884 | 29 884 | 404 925 CHF | 405 224 CHF | 99,88% | 99,88% |