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 | 0,13% | 12,13 CHF | 12,14 CHF | 97 000 | 97 000 | 31 029 | 31 029 | 376 114 CHF | 376 477 CHF | 99,89% | 99,89% |
19/11/2024 | 0,13% | 11,68 CHF | 11,69 CHF | 100 000 | 100 000 | 31 805 | 31 805 | 367 964 CHF | 368 335 CHF | 100,00% | 100,00% |
18/11/2024 | 0,14% | 11,51 CHF | 11,52 CHF | 100 000 | 100 000 | 32 126 | 32 126 | 360 839 CHF | 361 215 CHF | 99,87% | 99,87% |
15/11/2024 | 0,14% | 11,14 CHF | 11,15 CHF | 105 000 | 105 000 | 32 510 | 32 510 | 366 066 CHF | 366 444 CHF | 100,00% | 100,00% |
14/11/2024 | 0,14% | 11,46 CHF | 11,47 CHF | 100 000 | 100 000 | 31 867 | 31 867 | 364 861 CHF | 365 232 CHF | 100,00% | 100,00% |
13/11/2024 | 0,14% | 11,29 CHF | 11,30 CHF | 100 000 | 100 000 | 33 288 | 33 288 | 372 667 CHF | 373 056 CHF | 100,00% | 100,00% |
12/11/2024 | 0,14% | 10,91 CHF | 10,92 CHF | 105 000 | 105 000 | 33 765 | 33 765 | 368 146 CHF | 368 542 CHF | 100,00% | 100,00% |
11/11/2024 | 0,15% | 10,77 CHF | 10,78 CHF | 105 000 | 105 000 | 33 772 | 33 772 | 361 307 CHF | 361 703 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 10,48 CHF | 10,49 CHF | 110 000 | 110 000 | 34 863 | 34 863 | 367 200 CHF | 367 606 CHF | 100,00% | 100,00% |
07/11/2024 | 0,15% | 10,43 CHF | 10,44 CHF | 110 000 | 110 000 | 35 065 | 35 065 | 362 622 CHF | 363 031 CHF | 100,00% | 100,00% |