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 | 0,15% | 10,09 CHF | 10,10 CHF | 82 000 | 82 000 | 40 053 | 40 053 | 409 411 CHF | 409 964 CHF | 99,89% | 99,89% |
19/11/2024 | 0,15% | 10,13 CHF | 10,14 CHF | 82 000 | 82 000 | 40 111 | 40 111 | 407 368 CHF | 407 922 CHF | 99,99% | 99,99% |
18/11/2024 | 0,15% | 10,33 CHF | 10,34 CHF | 81 000 | 81 000 | 39 437 | 39 437 | 400 654 CHF | 401 206 CHF | 99,66% | 99,66% |
15/11/2024 | 0,15% | 9,96 CHF | 9,97 CHF | 83 000 | 83 000 | 40 285 | 40 285 | 406 676 CHF | 407 232 CHF | 99,98% | 99,98% |
14/11/2024 | 0,15% | 10,31 CHF | 10,32 CHF | 81 000 | 81 000 | 38 549 | 38 549 | 401 083 CHF | 401 612 CHF | 99,95% | 99,95% |
13/11/2024 | 0,15% | 10,48 CHF | 10,49 CHF | 80 000 | 80 000 | 38 781 | 38 781 | 409 963 CHF | 410 499 CHF | 100,00% | 100,00% |
12/11/2024 | 0,14% | 10,66 CHF | 10,67 CHF | 79 000 | 79 000 | 37 760 | 37 760 | 407 783 CHF | 408 303 CHF | 99,99% | 99,99% |
11/11/2024 | 0,14% | 10,89 CHF | 10,90 CHF | 77 000 | 77 000 | 37 181 | 37 181 | 405 468 CHF | 405 979 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 11,03 CHF | 11,04 CHF | 77 000 | 77 000 | 36 576 | 36 576 | 403 393 CHF | 403 895 CHF | 99,74% | 99,74% |
07/11/2024 | 0,14% | 10,91 CHF | 10,92 CHF | 77 000 | 77 000 | 38 173 | 38 173 | 413 532 CHF | 414 062 CHF | 99,95% | 99,95% |