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 | 0,12% | 12,61 CHF | 12,62 CHF | 94 000 | 94 000 | 51 154 | 51 154 | 649 380 CHF | 650 088 CHF | 99,90% | 99,90% |
19/11/2024 | 0,12% | 12,77 CHF | 12,78 CHF | 93 000 | 93 000 | 51 518 | 51 518 | 652 752 CHF | 653 466 CHF | 100,00% | 100,00% |
18/11/2024 | 0,12% | 12,76 CHF | 12,77 CHF | 93 000 | 93 000 | 51 615 | 51 615 | 651 327 CHF | 652 045 CHF | 99,89% | 99,89% |
15/11/2024 | 0,12% | 12,53 CHF | 12,54 CHF | 94 000 | 94 000 | 51 789 | 51 789 | 652 694 CHF | 653 414 CHF | 99,90% | 99,90% |
14/11/2024 | 0,12% | 12,66 CHF | 12,67 CHF | 94 000 | 94 000 | 51 817 | 51 817 | 651 623 CHF | 652 343 CHF | 99,39% | 99,39% |
13/11/2024 | 0,13% | 12,43 CHF | 12,44 CHF | 95 000 | 95 000 | 52 265 | 52 265 | 647 249 CHF | 647 973 CHF | 100,00% | 100,00% |
12/11/2024 | 0,13% | 12,48 CHF | 12,49 CHF | 95 000 | 95 000 | 52 269 | 52 269 | 647 851 CHF | 648 575 CHF | 100,00% | 100,00% |
11/11/2024 | 0,12% | 12,30 CHF | 12,31 CHF | 95 000 | 95 000 | 52 071 | 52 071 | 647 902 CHF | 648 624 CHF | 99,65% | 99,65% |
08/11/2024 | 0,12% | 12,47 CHF | 12,48 CHF | 95 000 | 95 000 | 52 091 | 52 091 | 651 812 CHF | 652 534 CHF | 100,00% | 100,00% |
07/11/2024 | 0,13% | 12,40 CHF | 12,41 CHF | 95 000 | 95 000 | 53 015 | 53 015 | 652 269 CHF | 653 005 CHF | 100,00% | 100,00% |