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% | 11,68 CHF | 11,69 CHF | 94 000 | 94 000 | 51 154 | 51 154 | 602 023 CHF | 602 730 CHF | 99,90% | 99,90% |
19/11/2024 | 0,13% | 11,84 CHF | 11,85 CHF | 93 000 | 93 000 | 51 518 | 51 518 | 605 209 CHF | 605 924 CHF | 100,00% | 100,00% |
18/11/2024 | 0,13% | 11,84 CHF | 11,85 CHF | 93 000 | 93 000 | 51 614 | 51 614 | 603 499 CHF | 604 216 CHF | 99,89% | 99,89% |
15/11/2024 | 0,13% | 11,60 CHF | 11,61 CHF | 94 000 | 94 000 | 51 788 | 51 788 | 604 661 CHF | 605 380 CHF | 99,90% | 99,90% |
14/11/2024 | 0,13% | 11,73 CHF | 11,74 CHF | 94 000 | 94 000 | 51 825 | 51 825 | 603 623 CHF | 604 343 CHF | 99,34% | 99,34% |
13/11/2024 | 0,14% | 11,51 CHF | 11,52 CHF | 95 000 | 95 000 | 52 264 | 52 264 | 599 053 CHF | 599 776 CHF | 100,00% | 100,00% |
12/11/2024 | 0,14% | 11,56 CHF | 11,57 CHF | 95 000 | 95 000 | 52 270 | 52 270 | 599 737 CHF | 600 460 CHF | 100,00% | 100,00% |
11/11/2024 | 0,13% | 11,38 CHF | 11,39 CHF | 95 000 | 95 000 | 52 073 | 52 073 | 600 115 CHF | 600 836 CHF | 99,66% | 99,66% |
08/11/2024 | 0,13% | 11,56 CHF | 11,57 CHF | 95 000 | 95 000 | 52 091 | 52 091 | 604 426 CHF | 605 148 CHF | 100,00% | 100,00% |
07/11/2024 | 0,14% | 11,49 CHF | 11,50 CHF | 95 000 | 95 000 | 53 014 | 53 014 | 603 930 CHF | 604 666 CHF | 100,00% | 100,00% |