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 | 0,40% | 12,70 CHF | 12,75 CHF | 16 933 | 16 933 | 16 867 | 16 867 | 212 639 CHF | 213 483 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 12,70 CHF | 12,75 CHF | 17 013 | 17 013 | 16 725 | 16 725 | 215 056 CHF | 215 893 CHF | 98,69% | 98,69% |
18/11/2024 | 0,40% | 12,80 CHF | 12,85 CHF | 16 931 | 16 931 | 16 946 | 16 946 | 212 249 CHF | 213 097 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 12,25 CHF | 12,30 CHF | 17 275 | 17 275 | 17 310 | 17 310 | 212 162 CHF | 213 028 CHF | 70,82% | 70,82% |
14/11/2024 | 0,43% | 12,15 CHF | 12,20 CHF | 17 399 | 17 399 | 17 393 | 17 393 | 205 620 CHF | 206 490 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 12,40 CHF | 12,45 CHF | 17 213 | 17 213 | 17 029 | 17 029 | 212 955 CHF | 213 807 CHF | 99,91% | 99,91% |
12/11/2024 | 0,42% | 12,20 CHF | 12,25 CHF | 17 360 | 17 360 | 17 267 | 17 267 | 209 424 CHF | 210 289 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 12,10 CHF | 12,15 CHF | 17 472 | 17 472 | 16 998 | 16 998 | 214 774 CHF | 215 624 CHF | 100,00% | 100,00% |
08/11/2024 | 0,39% | 12,85 CHF | 12,90 CHF | 17 112 | 17 112 | 16 929 | 16 929 | 218 993 CHF | 219 841 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 13,15 CHF | 13,20 CHF | 17 016 | 17 016 | 17 033 | 17 033 | 218 470 CHF | 219 322 CHF | 100,00% | 100,00% |