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% | 11,52 CHF | 11,53 CHF | 97 000 | 97 000 | 31 029 | 31 029 | 357 179 CHF | 357 543 CHF | 99,89% | 99,89% |
19/11/2024 | 0,14% | 11,07 CHF | 11,08 CHF | 100 000 | 100 000 | 31 808 | 31 808 | 348 653 CHF | 349 024 CHF | 100,00% | 100,00% |
18/11/2024 | 0,15% | 10,90 CHF | 10,91 CHF | 100 000 | 100 000 | 32 131 | 32 131 | 341 266 CHF | 341 641 CHF | 99,85% | 99,85% |
15/11/2024 | 0,14% | 10,53 CHF | 10,54 CHF | 105 000 | 105 000 | 32 508 | 32 508 | 346 152 CHF | 346 530 CHF | 100,00% | 100,00% |
14/11/2024 | 0,14% | 10,85 CHF | 10,86 CHF | 100 000 | 100 000 | 31 867 | 31 867 | 345 369 CHF | 345 740 CHF | 100,00% | 100,00% |
13/11/2024 | 0,15% | 10,68 CHF | 10,69 CHF | 100 000 | 100 000 | 33 286 | 33 286 | 352 395 CHF | 352 784 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 10,30 CHF | 10,31 CHF | 105 000 | 105 000 | 33 764 | 33 764 | 347 639 CHF | 348 035 CHF | 100,00% | 100,00% |
11/11/2024 | 0,15% | 10,17 CHF | 10,18 CHF | 105 000 | 105 000 | 33 772 | 33 772 | 340 849 CHF | 341 245 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 9,88 CHF | 9,89 CHF | 110 000 | 110 000 | 34 859 | 34 859 | 346 218 CHF | 346 625 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 9,83 CHF | 9,84 CHF | 110 000 | 110 000 | 35 065 | 35 065 | 341 572 CHF | 341 981 CHF | 100,00% | 100,00% |