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 | 1,32% | 10,96 CHF | 11,01 CHF | 9 700 | 9 700 | 4 362 | 4 362 | 47 884 CHF | 48 362 CHF | 99,33% | 99,33% |
19/11/2024 | 0,71% | 10,56 CHF | 10,61 CHF | 9 600 | 9 600 | 8 038 | 8 038 | 84 702 CHF | 85 283 CHF | 12,75% | 12,75% |
18/11/2024 | 1,44% | 10,93 CHF | 11,02 CHF | 7 100 | 7 100 | 3 189 | 3 189 | 34 788 CHF | 35 205 CHF | 99,73% | 99,73% |
15/11/2024 | 1,47% | 11,08 CHF | 11,17 CHF | 7 300 | 7 300 | 3 313 | 3 313 | 35 245 CHF | 35 673 CHF | 99,87% | 99,87% |
14/11/2024 | 1,42% | 11,19 CHF | 11,28 CHF | 7 100 | 7 100 | 3 200 | 3 200 | 35 863 CHF | 36 284 CHF | 98,55% | 98,55% |
13/11/2024 | 1,44% | 11,37 CHF | 11,46 CHF | 7 000 | 7 000 | 3 149 | 3 149 | 35 179 CHF | 35 594 CHF | 100,00% | 100,00% |
12/11/2024 | 1,44% | 11,58 CHF | 11,67 CHF | 6 800 | 6 800 | 3 031 | 3 031 | 35 110 CHF | 35 523 CHF | 99,88% | 99,88% |
11/11/2024 | 1,39% | 11,73 CHF | 11,82 CHF | 7 100 | 7 100 | 3 200 | 3 200 | 36 945 CHF | 37 363 CHF | 99,89% | 99,89% |
08/11/2024 | 1,46% | 11,03 CHF | 11,12 CHF | 7 400 | 7 400 | 3 350 | 3 350 | 35 810 CHF | 36 241 CHF | 99,05% | 99,05% |
07/11/2024 | 1,44% | 10,71 CHF | 10,80 CHF | 7 100 | 7 100 | 3 187 | 3 187 | 34 869 CHF | 35 288 CHF | 100,00% | 100,00% |