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 | 0,41% | 12,30 CHF | 12,35 CHF | 16 917 | 16 917 | 16 867 | 16 867 | 206 343 CHF | 207 188 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 12,30 CHF | 12,35 CHF | 17 009 | 17 009 | 16 724 | 16 724 | 208 808 CHF | 209 645 CHF | 98,69% | 98,69% |
18/11/2024 | 0,41% | 12,45 CHF | 12,50 CHF | 16 919 | 16 919 | 16 948 | 16 948 | 205 883 CHF | 206 731 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 11,90 CHF | 11,95 CHF | 17 275 | 17 275 | 17 309 | 17 309 | 205 629 CHF | 206 495 CHF | 70,86% | 70,86% |
14/11/2024 | 0,44% | 11,75 CHF | 11,80 CHF | 17 381 | 17 381 | 17 390 | 17 391 | 199 063 CHF | 199 944 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 12,00 CHF | 12,05 CHF | 17 208 | 17 208 | 17 020 | 17 028 | 206 516 CHF | 207 460 CHF | 99,90% | 99,90% |
12/11/2024 | 0,43% | 11,85 CHF | 11,90 CHF | 17 345 | 17 345 | 17 267 | 17 267 | 203 010 CHF | 203 874 CHF | 100,00% | 100,00% |
11/11/2024 | 0,41% | 11,75 CHF | 11,80 CHF | 17 483 | 17 483 | 16 998 | 16 995 | 208 461 CHF | 209 283 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 12,45 CHF | 12,50 CHF | 17 108 | 17 108 | 16 926 | 16 926 | 212 697 CHF | 213 544 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 12,80 CHF | 12,85 CHF | 17 006 | 17 006 | 17 033 | 17 033 | 212 192 CHF | 213 045 CHF | 100,00% | 100,00% |