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 | 0,13% | 12,13 CHF | 12,14 CHF | 94 000 | 94 000 | 51 154 | 51 154 | 624 827 CHF | 625 535 CHF | 99,90% | 99,90% |
19/11/2024 | 0,13% | 12,29 CHF | 12,30 CHF | 93 000 | 93 000 | 51 518 | 51 518 | 628 117 CHF | 628 832 CHF | 100,00% | 100,00% |
18/11/2024 | 0,13% | 12,28 CHF | 12,29 CHF | 93 000 | 93 000 | 51 616 | 51 616 | 626 546 CHF | 627 263 CHF | 99,89% | 99,89% |
15/11/2024 | 0,13% | 12,05 CHF | 12,06 CHF | 94 000 | 94 000 | 51 789 | 51 789 | 627 771 CHF | 628 490 CHF | 99,90% | 99,90% |
14/11/2024 | 0,13% | 12,18 CHF | 12,19 CHF | 94 000 | 94 000 | 51 825 | 51 825 | 626 813 CHF | 627 533 CHF | 99,34% | 99,34% |
13/11/2024 | 0,13% | 11,95 CHF | 11,96 CHF | 95 000 | 95 000 | 52 264 | 52 264 | 622 242 CHF | 622 966 CHF | 100,00% | 100,00% |
12/11/2024 | 0,13% | 12,00 CHF | 12,01 CHF | 95 000 | 95 000 | 52 270 | 52 270 | 622 935 CHF | 623 659 CHF | 100,00% | 100,00% |
11/11/2024 | 0,13% | 11,82 CHF | 11,83 CHF | 95 000 | 95 000 | 52 073 | 52 073 | 623 138 CHF | 623 860 CHF | 99,65% | 99,65% |
08/11/2024 | 0,13% | 12,00 CHF | 12,01 CHF | 95 000 | 95 000 | 52 091 | 52 091 | 627 218 CHF | 627 940 CHF | 100,00% | 100,00% |
07/11/2024 | 0,13% | 11,93 CHF | 11,94 CHF | 95 000 | 95 000 | 53 014 | 53 014 | 627 181 CHF | 627 917 CHF | 100,00% | 100,00% |