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% | 12,69 CHF | 12,70 CHF | 97 000 | 97 000 | 30 997 | 30 997 | 392 886 CHF | 393 249 CHF | 99,84% | 99,84% |
19/11/2024 | 0,13% | 12,23 CHF | 12,24 CHF | 100 000 | 100 000 | 31 806 | 31 806 | 385 577 CHF | 385 948 CHF | 100,00% | 100,00% |
18/11/2024 | 0,13% | 12,06 CHF | 12,07 CHF | 100 000 | 100 000 | 32 022 | 32 022 | 377 578 CHF | 377 952 CHF | 99,48% | 99,48% |
15/11/2024 | 0,13% | 11,70 CHF | 11,71 CHF | 105 000 | 105 000 | 32 443 | 32 443 | 383 421 CHF | 383 799 CHF | 99,90% | 99,90% |
14/11/2024 | 0,13% | 12,02 CHF | 12,03 CHF | 100 000 | 100 000 | 31 832 | 31 832 | 382 208 CHF | 382 579 CHF | 99,95% | 99,95% |
13/11/2024 | 0,13% | 11,84 CHF | 11,85 CHF | 100 000 | 100 000 | 33 267 | 33 267 | 390 874 CHF | 391 263 CHF | 99,97% | 99,97% |
12/11/2024 | 0,14% | 11,46 CHF | 11,47 CHF | 105 000 | 105 000 | 33 760 | 33 760 | 386 804 CHF | 387 200 CHF | 100,00% | 100,00% |
11/11/2024 | 0,14% | 11,33 CHF | 11,34 CHF | 105 000 | 105 000 | 33 738 | 33 738 | 379 618 CHF | 380 014 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 11,03 CHF | 11,04 CHF | 110 000 | 110 000 | 34 862 | 34 862 | 386 335 CHF | 386 742 CHF | 100,00% | 100,00% |
07/11/2024 | 0,14% | 10,98 CHF | 10,99 CHF | 110 000 | 110 000 | 35 064 | 35 064 | 381 893 CHF | 382 302 CHF | 100,00% | 100,00% |