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 | 0,46% | 10,85 CHF | 10,90 CHF | 45 000 | 45 000 | 44 578 | 44 578 | 489 475 CHF | 491 706 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 10,85 CHF | 10,90 CHF | 45 000 | 45 000 | 44 574 | 44 574 | 481 612 CHF | 483 843 CHF | 99,33% | 99,33% |
18/11/2024 | 0,46% | 11,10 CHF | 11,15 CHF | 45 000 | 45 000 | 44 576 | 44 576 | 491 686 CHF | 493 918 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 11,15 CHF | 11,20 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 505 543 CHF | 507 793 CHF | 73,33% | 73,33% |
14/11/2024 | 0,43% | 11,55 CHF | 11,60 CHF | 45 000 | 45 000 | 44 579 | 44 576 | 519 332 CHF | 521 531 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 11,60 CHF | 11,65 CHF | 45 000 | 45 000 | 44 578 | 44 578 | 510 717 CHF | 512 948 CHF | 99,86% | 99,86% |
12/11/2024 | 0,43% | 11,65 CHF | 11,70 CHF | 45 000 | 45 000 | 44 580 | 44 577 | 525 356 CHF | 527 546 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 11,80 CHF | 11,85 CHF | 45 000 | 45 000 | 44 576 | 44 576 | 521 688 CHF | 523 919 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 11,50 CHF | 11,55 CHF | 45 000 | 45 000 | 44 578 | 44 578 | 502 456 CHF | 504 687 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 11,20 CHF | 11,25 CHF | 45 000 | 45 000 | 44 578 | 44 578 | 504 294 CHF | 506 525 CHF | 100,00% | 100,00% |