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 | 0,37% | 13,75 CHF | 13,80 CHF | 8 100 | 8 100 | 7 940 | 7 940 | 107 456 CHF | 107 853 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 13,65 CHF | 13,70 CHF | 8 000 | 8 000 | 7 951 | 7 951 | 108 308 CHF | 108 706 CHF | 98,95% | 98,95% |
18/11/2024 | 0,38% | 13,35 CHF | 13,40 CHF | 8 000 | 8 000 | 7 912 | 7 912 | 105 943 CHF | 106 339 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 13,25 CHF | 13,30 CHF | 7 900 | 7 900 | 7 900 | 7 900 | 103 406 CHF | 103 801 CHF | 72,09% | 72,09% |
14/11/2024 | 0,39% | 12,90 CHF | 12,95 CHF | 7 800 | 7 800 | 7 806 | 7 806 | 101 851 CHF | 102 241 CHF | 100,00% | 100,00% |
13/11/2024 | 0,39% | 13,10 CHF | 13,15 CHF | 7 900 | 7 900 | 7 793 | 7 793 | 101 593 CHF | 101 983 CHF | 99,40% | 99,40% |
12/11/2024 | 0,40% | 12,90 CHF | 12,95 CHF | 7 800 | 7 800 | 7 639 | 7 639 | 95 727 CHF | 96 109 CHF | 100,00% | 100,00% |
11/11/2024 | 0,41% | 12,25 CHF | 12,30 CHF | 7 600 | 7 600 | 7 529 | 7 529 | 92 112 CHF | 92 489 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 12,70 CHF | 12,75 CHF | 7 800 | 7 800 | 7 630 | 7 630 | 96 095 CHF | 96 477 CHF | 100,00% | 100,00% |
07/11/2024 | 0,41% | 12,10 CHF | 12,15 CHF | 7 600 | 7 600 | 7 584 | 7 584 | 93 089 CHF | 93 469 CHF | 100,00% | 100,00% |