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 | 0,44% | 11,50 CHF | 11,55 CHF | 16 924 | 16 924 | 16 868 | 16 868 | 192 228 CHF | 193 072 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 11,50 CHF | 11,55 CHF | 17 013 | 17 013 | 16 724 | 16 724 | 194 799 CHF | 195 636 CHF | 98,69% | 98,69% |
18/11/2024 | 0,45% | 11,60 CHF | 11,65 CHF | 16 925 | 16 925 | 16 944 | 16 944 | 191 560 CHF | 192 408 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 11,05 CHF | 11,10 CHF | 17 275 | 17 275 | 17 309 | 17 309 | 191 106 CHF | 191 972 CHF | 70,80% | 70,80% |
14/11/2024 | 0,48% | 10,95 CHF | 11,00 CHF | 17 388 | 17 388 | 17 391 | 17 391 | 184 451 CHF | 185 321 CHF | 100,00% | 100,00% |
13/11/2024 | 0,45% | 11,15 CHF | 11,20 CHF | 17 209 | 17 209 | 17 028 | 17 028 | 192 352 CHF | 193 204 CHF | 99,91% | 99,91% |
12/11/2024 | 0,46% | 11,00 CHF | 11,05 CHF | 17 353 | 17 353 | 17 267 | 17 267 | 188 609 CHF | 189 473 CHF | 100,00% | 100,00% |
11/11/2024 | 0,44% | 10,90 CHF | 10,95 CHF | 17 471 | 17 471 | 16 997 | 16 997 | 194 318 CHF | 195 168 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 11,65 CHF | 11,70 CHF | 17 112 | 17 112 | 16 927 | 16 927 | 198 770 CHF | 199 617 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 12,00 CHF | 12,05 CHF | 16 991 | 16 991 | 17 034 | 17 034 | 198 123 CHF | 198 976 CHF | 100,00% | 100,00% |