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 | 0,14% | 11,65 CHF | 11,66 CHF | 97 000 | 97 000 | 30 995 | 30 995 | 360 856 CHF | 361 219 CHF | 99,84% | 99,84% |
19/11/2024 | 0,14% | 11,20 CHF | 11,21 CHF | 100 000 | 100 000 | 31 807 | 31 807 | 352 866 CHF | 353 236 CHF | 100,00% | 100,00% |
18/11/2024 | 0,15% | 11,03 CHF | 11,04 CHF | 100 000 | 100 000 | 32 038 | 32 038 | 344 653 CHF | 345 028 CHF | 99,44% | 99,44% |
15/11/2024 | 0,14% | 10,66 CHF | 10,67 CHF | 105 000 | 105 000 | 32 482 | 32 482 | 350 262 CHF | 350 640 CHF | 99,95% | 99,95% |
14/11/2024 | 0,14% | 10,99 CHF | 11,00 CHF | 100 000 | 100 000 | 31 844 | 31 844 | 349 407 CHF | 349 778 CHF | 99,94% | 99,94% |
13/11/2024 | 0,15% | 10,81 CHF | 10,82 CHF | 100 000 | 100 000 | 33 272 | 33 272 | 356 709 CHF | 357 098 CHF | 99,97% | 99,97% |
12/11/2024 | 0,15% | 10,44 CHF | 10,45 CHF | 105 000 | 105 000 | 33 760 | 33 760 | 352 138 CHF | 352 533 CHF | 100,00% | 100,00% |
11/11/2024 | 0,15% | 10,30 CHF | 10,31 CHF | 105 000 | 105 000 | 33 736 | 33 736 | 345 051 CHF | 345 446 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 10,01 CHF | 10,02 CHF | 110 000 | 110 000 | 34 858 | 34 858 | 350 872 CHF | 351 279 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 9,97 CHF | 9,98 CHF | 110 000 | 110 000 | 35 064 | 35 064 | 346 291 CHF | 346 700 CHF | 100,00% | 100,00% |