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% | 10,75 CHF | 10,80 CHF | 75 000 | 75 000 | 74 559 | 74 559 | 809 616 CHF | 813 346 CHF | 99,61% | 99,61% |
19/11/2024 | 0,47% | 10,70 CHF | 10,75 CHF | 75 000 | 75 000 | 74 764 | 74 764 | 798 770 CHF | 802 509 CHF | 98,65% | 98,65% |
18/11/2024 | 0,46% | 10,95 CHF | 11,00 CHF | 75 000 | 75 000 | 74 381 | 74 381 | 811 436 CHF | 815 158 CHF | 99,88% | 99,88% |
15/11/2024 | 0,45% | 11,05 CHF | 11,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 833 640 CHF | 837 390 CHF | 73,27% | 73,27% |
14/11/2024 | 0,44% | 11,45 CHF | 11,50 CHF | 75 000 | 75 000 | 74 295 | 74 294 | 856 985 CHF | 860 686 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 11,50 CHF | 11,55 CHF | 75 000 | 75 000 | 74 647 | 74 647 | 846 546 CHF | 850 280 CHF | 99,35% | 99,35% |
12/11/2024 | 0,43% | 11,55 CHF | 11,60 CHF | 75 000 | 75 000 | 74 298 | 74 295 | 866 681 CHF | 870 365 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 11,70 CHF | 11,75 CHF | 75 000 | 75 000 | 74 340 | 74 340 | 861 264 CHF | 864 985 CHF | 99,94% | 99,94% |
08/11/2024 | 0,45% | 11,35 CHF | 11,40 CHF | 75 000 | 75 000 | 74 408 | 74 408 | 829 975 CHF | 833 699 CHF | 99,84% | 99,84% |
07/11/2024 | 0,45% | 11,10 CHF | 11,15 CHF | 75 000 | 75 000 | 74 635 | 74 635 | 835 376 CHF | 839 110 CHF | 99,50% | 99,50% |