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 | 0,42% | 11,90 CHF | 11,95 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 119 233 CHF | 119 729 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 11,90 CHF | 11,95 CHF | 10 000 | 10 000 | 9 905 | 9 905 | 117 466 CHF | 117 962 CHF | 99,34% | 99,34% |
18/11/2024 | 0,42% | 12,15 CHF | 12,20 CHF | 10 000 | 10 000 | 9 906 | 9 905 | 119 752 CHF | 120 237 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 12,25 CHF | 12,30 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 122 917 CHF | 123 417 CHF | 73,19% | 73,19% |
14/11/2024 | 0,40% | 12,65 CHF | 12,70 CHF | 10 000 | 10 000 | 9 905 | 9 905 | 125 904 CHF | 126 399 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 12,65 CHF | 12,70 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 123 921 CHF | 124 417 CHF | 99,85% | 99,85% |
12/11/2024 | 0,39% | 12,70 CHF | 12,75 CHF | 10 000 | 10 000 | 9 907 | 9 906 | 127 159 CHF | 127 645 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 12,85 CHF | 12,90 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 126 317 CHF | 126 813 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 12,55 CHF | 12,60 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 121 957 CHF | 122 444 CHF | 100,00% | 100,00% |
07/11/2024 | 0,41% | 12,25 CHF | 12,30 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 122 374 CHF | 122 861 CHF | 100,00% | 100,00% |