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% | 11,86 CHF | 11,87 CHF | 97 000 | 97 000 | 31 033 | 31 033 | 367 803 CHF | 368 166 CHF | 99,90% | 99,90% |
19/11/2024 | 0,14% | 11,41 CHF | 11,42 CHF | 100 000 | 100 000 | 31 806 | 31 806 | 359 478 CHF | 359 848 CHF | 100,00% | 100,00% |
18/11/2024 | 0,14% | 11,24 CHF | 11,25 CHF | 100 000 | 100 000 | 32 040 | 32 040 | 351 387 CHF | 351 762 CHF | 99,45% | 99,45% |
15/11/2024 | 0,14% | 10,87 CHF | 10,88 CHF | 105 000 | 105 000 | 32 484 | 32 484 | 357 102 CHF | 357 480 CHF | 99,95% | 99,95% |
14/11/2024 | 0,14% | 11,20 CHF | 11,21 CHF | 100 000 | 100 000 | 31 852 | 31 852 | 356 170 CHF | 356 541 CHF | 99,95% | 99,95% |
13/11/2024 | 0,14% | 11,02 CHF | 11,03 CHF | 100 000 | 100 000 | 33 258 | 33 258 | 363 492 CHF | 363 881 CHF | 99,97% | 99,97% |
12/11/2024 | 0,15% | 10,65 CHF | 10,66 CHF | 105 000 | 105 000 | 33 761 | 33 761 | 359 176 CHF | 359 572 CHF | 100,00% | 100,00% |
11/11/2024 | 0,15% | 10,51 CHF | 10,52 CHF | 105 000 | 105 000 | 33 771 | 33 771 | 352 407 CHF | 352 803 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 10,22 CHF | 10,23 CHF | 110 000 | 110 000 | 34 858 | 34 858 | 358 055 CHF | 358 462 CHF | 100,00% | 100,00% |
07/11/2024 | 0,15% | 10,17 CHF | 10,18 CHF | 110 000 | 110 000 | 35 065 | 35 065 | 353 511 CHF | 353 920 CHF | 100,00% | 100,00% |