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 | 0,14% | 11,24 CHF | 11,25 CHF | 94 000 | 94 000 | 51 155 | 51 155 | 579 313 CHF | 580 021 CHF | 99,90% | 99,90% |
19/11/2024 | 0,14% | 11,40 CHF | 11,41 CHF | 93 000 | 93 000 | 51 517 | 51 517 | 582 371 CHF | 583 085 CHF | 100,00% | 100,00% |
18/11/2024 | 0,14% | 11,39 CHF | 11,40 CHF | 93 000 | 93 000 | 51 616 | 51 616 | 580 535 CHF | 581 253 CHF | 99,90% | 99,90% |
15/11/2024 | 0,14% | 11,16 CHF | 11,17 CHF | 94 000 | 94 000 | 51 790 | 51 790 | 581 554 CHF | 582 273 CHF | 99,90% | 99,90% |
14/11/2024 | 0,14% | 11,29 CHF | 11,30 CHF | 94 000 | 94 000 | 51 825 | 51 825 | 580 533 CHF | 581 253 CHF | 99,34% | 99,34% |
13/11/2024 | 0,14% | 11,06 CHF | 11,07 CHF | 95 000 | 95 000 | 52 264 | 52 264 | 575 932 CHF | 576 656 CHF | 100,00% | 100,00% |
12/11/2024 | 0,14% | 11,12 CHF | 11,13 CHF | 95 000 | 95 000 | 52 269 | 52 269 | 576 617 CHF | 577 341 CHF | 100,00% | 100,00% |
11/11/2024 | 0,14% | 10,94 CHF | 10,95 CHF | 95 000 | 95 000 | 52 074 | 52 074 | 577 165 CHF | 577 887 CHF | 99,65% | 99,65% |
08/11/2024 | 0,14% | 11,12 CHF | 11,13 CHF | 95 000 | 95 000 | 52 091 | 52 091 | 581 635 CHF | 582 357 CHF | 100,00% | 100,00% |
07/11/2024 | 0,14% | 11,05 CHF | 11,06 CHF | 95 000 | 95 000 | 53 014 | 53 014 | 580 731 CHF | 581 467 CHF | 100,00% | 100,00% |