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 | 0,19% | 10,28 CHF | 10,30 CHF | 12 600 | 12 600 | 12 548 | 12 548 | 132 296 CHF | 132 547 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 10,05 CHF | 10,07 CHF | 12 200 | 12 200 | 12 154 | 12 154 | 121 847 CHF | 122 090 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 10,54 CHF | 10,56 CHF | 12 200 | 12 200 | 12 150 | 12 150 | 125 276 CHF | 125 519 CHF | 100,00% | 100,00% |
15/11/2024 | 0,18% | 10,64 CHF | 10,66 CHF | 11 700 | 11 700 | 11 491 | 11 491 | 127 591 CHF | 127 820 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 11,35 CHF | 11,37 CHF | 11 400 | 11 400 | 11 593 | 11 593 | 129 642 CHF | 129 874 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 10,97 CHF | 10,99 CHF | 11 800 | 11 800 | 11 570 | 11 570 | 128 210 CHF | 128 441 CHF | 99,79% | 99,79% |
12/11/2024 | 0,17% | 10,98 CHF | 11,00 CHF | 10 900 | 10 900 | 10 387 | 10 387 | 119 274 CHF | 119 482 CHF | 99,86% | 99,86% |
11/11/2024 | 0,16% | 12,69 CHF | 12,71 CHF | 11 000 | 11 000 | 10 949 | 10 949 | 138 448 CHF | 138 667 CHF | 99,69% | 99,69% |
08/11/2024 | 0,17% | 11,27 CHF | 11,29 CHF | 10 400 | 10 400 | 10 339 | 10 339 | 120 715 CHF | 120 921 CHF | 100,00% | 100,00% |
07/11/2024 | 0,17% | 12,39 CHF | 12,41 CHF | 11 800 | 11 800 | 11 761 | 11 761 | 142 463 CHF | 142 698 CHF | 99,39% | 99,39% |