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 | 0,43% | 11,70 CHF | 11,75 CHF | 16 917 | 16 917 | 16 867 | 16 867 | 196 208 CHF | 197 052 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 11,70 CHF | 11,75 CHF | 17 009 | 17 009 | 16 723 | 16 723 | 198 785 CHF | 199 622 CHF | 98,69% | 98,69% |
18/11/2024 | 0,44% | 11,85 CHF | 11,90 CHF | 16 919 | 16 919 | 16 948 | 16 948 | 195 696 CHF | 196 544 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 11,30 CHF | 11,35 CHF | 17 277 | 17 277 | 17 308 | 17 308 | 195 203 CHF | 196 068 CHF | 70,79% | 70,79% |
14/11/2024 | 0,46% | 11,15 CHF | 11,20 CHF | 17 383 | 17 383 | 17 390 | 17 390 | 188 555 CHF | 189 425 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 11,40 CHF | 11,45 CHF | 17 208 | 17 208 | 17 027 | 17 027 | 196 410 CHF | 197 262 CHF | 99,90% | 99,90% |
12/11/2024 | 0,45% | 11,25 CHF | 11,30 CHF | 17 346 | 17 346 | 17 268 | 17 268 | 192 691 CHF | 193 555 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 11,15 CHF | 11,20 CHF | 17 483 | 17 483 | 16 998 | 16 998 | 198 360 CHF | 199 211 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 11,90 CHF | 11,95 CHF | 17 109 | 17 109 | 16 927 | 16 927 | 202 749 CHF | 203 597 CHF | 100,00% | 100,00% |
07/11/2024 | 0,42% | 12,20 CHF | 12,25 CHF | 17 011 | 17 011 | 17 034 | 17 034 | 202 102 CHF | 202 955 CHF | 100,00% | 100,00% |