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% | 12,05 CHF | 12,10 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 603 051 CHF | 605 530 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 12,00 CHF | 12,05 CHF | 50 000 | 50 000 | 49 527 | 49 527 | 594 184 CHF | 596 662 CHF | 99,33% | 99,33% |
18/11/2024 | 0,41% | 12,25 CHF | 12,30 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 605 665 CHF | 608 145 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 12,35 CHF | 12,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 621 621 CHF | 624 121 CHF | 73,39% | 73,39% |
14/11/2024 | 0,39% | 12,75 CHF | 12,80 CHF | 50 000 | 50 000 | 49 532 | 49 530 | 636 422 CHF | 638 871 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 12,80 CHF | 12,85 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 626 525 CHF | 629 004 CHF | 99,86% | 99,86% |
12/11/2024 | 0,39% | 12,85 CHF | 12,90 CHF | 50 000 | 50 000 | 49 532 | 49 531 | 642 621 CHF | 645 084 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 13,00 CHF | 13,05 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 638 517 CHF | 640 996 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 12,65 CHF | 12,70 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 616 516 CHF | 618 996 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 12,35 CHF | 12,40 CHF | 50 000 | 50 000 | 49 529 | 49 529 | 618 611 CHF | 621 090 CHF | 100,00% | 100,00% |