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 | 0,86% | 11,80 CHF | 11,90 CHF | 5 110 | 5 110 | 5 061 | 5 061 | 59 038 CHF | 59 545 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 11,75 CHF | 11,85 CHF | 5 630 | 5 630 | 5 549 | 5 549 | 64 321 CHF | 64 877 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 10,70 CHF | 10,80 CHF | 5 270 | 5 270 | 5 230 | 5 230 | 56 331 CHF | 56 855 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 11,15 CHF | 11,25 CHF | 5 740 | 5 740 | 5 711 | 5 711 | 61 784 CHF | 62 355 CHF | 71,43% | 71,43% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,90% | 11,15 CHF | 11,25 CHF | 5 460 | 5 460 | 5 413 | 5 413 | 60 216 CHF | 60 758 CHF | 98,95% | 98,95% |
12/11/2024 | 0,93% | 11,05 CHF | 11,15 CHF | 5 800 | 5 800 | 5 730 | 5 730 | 62 270 CHF | 62 844 CHF | 100,00% | 100,00% |
11/11/2024 | 0,98% | 10,40 CHF | 10,50 CHF | 5 710 | 5 710 | 5 633 | 5 633 | 57 539 CHF | 58 103 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 10,40 CHF | 10,50 CHF | 5 890 | 5 890 | 5 823 | 5 823 | 59 815 CHF | 60 398 CHF | 100,00% | 100,00% |
07/11/2024 | 0,88% | 10,10 CHF | 10,20 CHF | 5 840 | 5 840 | 5 766 | 5 766 | 57 538 CHF | 58 043 CHF | 100,00% | 100,00% |