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 | 0,16% | 11,69 CHF | 11,71 CHF | 108 000 | 108 000 | 108 000 | 108 000 | 1 347 090 CHF | 1 349 250 CHF | 100,00% | 100,00% |
19/11/2024 | 0,09% | 12,00 CHF | 12,01 CHF | 111 700 | 111 700 | 111 700 | 111 700 | 1 298 490 CHF | 1 299 600 CHF | 100,00% | 100,00% |
18/11/2024 | 0,09% | 12,12 CHF | 12,13 CHF | 115 400 | 115 400 | 115 400 | 115 400 | 1 356 590 CHF | 1 357 750 CHF | 99,58% | 99,58% |
15/11/2024 | 0,16% | 11,85 CHF | 11,87 CHF | 101 500 | 101 500 | 101 500 | 101 500 | 1 274 700 CHF | 1 276 730 CHF | 100,00% | 100,00% |
14/11/2024 | 0,14% | 14,04 CHF | 14,06 CHF | 95 900 | 95 900 | 95 900 | 95 900 | 1 374 380 CHF | 1 376 290 CHF | 100,00% | 100,00% |
13/11/2024 | 0,14% | 14,25 CHF | 14,27 CHF | 96 100 | 96 100 | 96 100 | 96 100 | 1 346 160 CHF | 1 348 080 CHF | 99,94% | 99,94% |
12/11/2024 | 0,14% | 14,19 CHF | 14,21 CHF | 93 500 | 93 500 | 93 500 | 93 500 | 1 346 860 CHF | 1 348 730 CHF | 100,00% | 100,00% |
11/11/2024 | 0,13% | 14,72 CHF | 14,74 CHF | 93 900 | 93 900 | 93 900 | 93 900 | 1 394 080 CHF | 1 395 960 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 14,33 CHF | 14,35 CHF | 97 100 | 97 100 | 97 100 | 97 100 | 1 345 180 CHF | 1 347 130 CHF | 100,00% | 100,00% |
07/11/2024 | 0,15% | 13,55 CHF | 13,57 CHF | 103 500 | 103 500 | 103 500 | 103 500 | 1 368 530 CHF | 1 370 600 CHF | 99,68% | 99,68% |