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 | 0,19% | 9,75 CHF | 9,77 CHF | 12 200 | 12 200 | 12 150 | 12 150 | 124 677 CHF | 124 920 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 10,29 CHF | 10,31 CHF | 11 800 | 11 800 | 11 751 | 11 751 | 120 636 CHF | 120 871 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 11,11 CHF | 11,13 CHF | 12 100 | 12 100 | 12 048 | 12 048 | 132 971 CHF | 133 212 CHF | 100,00% | 100,00% |
15/11/2024 | 0,19% | 10,78 CHF | 10,80 CHF | 12 400 | 12 400 | 12 349 | 12 349 | 133 118 CHF | 133 365 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 10,41 CHF | 10,43 CHF | 13 200 | 13 200 | 13 145 | 13 145 | 132 249 CHF | 132 512 CHF | 99,35% | 99,35% |
13/11/2024 | 0,21% | 9,32 CHF | 9,34 CHF | 12 700 | 12 700 | 12 693 | 12 693 | 120 635 CHF | 120 888 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 9,92 CHF | 9,94 CHF | 12 100 | 12 100 | 12 050 | 12 050 | 127 671 CHF | 127 912 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 10,74 CHF | 10,76 CHF | 12 400 | 12 400 | 12 349 | 12 349 | 129 278 CHF | 129 525 CHF | 99,93% | 99,93% |
08/11/2024 | 0,19% | 10,12 CHF | 10,14 CHF | 11 400 | 11 400 | 11 353 | 11 353 | 118 246 CHF | 118 473 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 11,75 CHF | 11,77 CHF | 12 100 | 12 100 | 12 184 | 12 184 | 139 111 CHF | 139 355 CHF | 100,00% | 100,00% |