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 | 0,16% | 11,05 CHF | 11,08 CHF | 35 700 | 35 700 | 13 742 | 13 742 | 154 864 CHF | 155 132 CHF | 99,76% | 99,76% |
19/11/2024 | 0,15% | 10,74 CHF | 10,75 CHF | 40 600 | 40 600 | 16 149 | 16 149 | 166 853 CHF | 167 055 CHF | 97,53% | 97,53% |
18/11/2024 | 0,16% | 9,88 CHF | 9,89 CHF | 39 000 | 39 000 | 15 106 | 15 106 | 144 376 CHF | 144 564 CHF | 98,85% | 98,92% |
15/11/2024 | 0,14% | 10,61 CHF | 10,62 CHF | 35 000 | 35 000 | 13 814 | 13 814 | 153 119 CHF | 153 294 CHF | 99,73% | 99,73% |
14/11/2024 | 0,13% | 12,28 CHF | 12,29 CHF | 32 400 | 32 400 | 12 980 | 12 980 | 155 800 CHF | 155 965 CHF | 100,00% | 100,00% |
13/11/2024 | 0,13% | 11,85 CHF | 11,86 CHF | 33 900 | 33 900 | 12 651 | 12 651 | 152 641 CHF | 152 800 CHF | 100,00% | 100,00% |
12/11/2024 | 0,14% | 12,06 CHF | 12,07 CHF | 33 000 | 33 000 | 13 548 | 13 548 | 158 933 CHF | 159 105 CHF | 100,00% | 100,00% |
11/11/2024 | 0,13% | 11,53 CHF | 11,54 CHF | 34 100 | 34 100 | 13 218 | 13 218 | 154 466 CHF | 154 633 CHF | 99,72% | 99,72% |
08/11/2024 | 0,13% | 11,91 CHF | 11,92 CHF | 33 300 | 33 300 | 12 885 | 12 885 | 156 012 CHF | 156 173 CHF | 100,00% | 100,00% |
07/11/2024 | 0,14% | 11,95 CHF | 11,96 CHF | 35 400 | 35 400 | 14 112 | 14 112 | 165 755 CHF | 165 933 CHF | 99,00% | 99,00% |