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% | 11,74 CHF | 11,75 CHF | 97 000 | 97 000 | 31 032 | 31 032 | 363 908 CHF | 364 272 CHF | 99,90% | 99,90% |
19/11/2024 | 0,14% | 11,29 CHF | 11,30 CHF | 100 000 | 100 000 | 31 805 | 31 805 | 355 450 CHF | 355 820 CHF | 100,00% | 100,00% |
18/11/2024 | 0,14% | 11,11 CHF | 11,12 CHF | 100 000 | 100 000 | 32 131 | 32 131 | 348 200 CHF | 348 576 CHF | 99,88% | 99,88% |
15/11/2024 | 0,14% | 10,75 CHF | 10,76 CHF | 105 000 | 105 000 | 32 510 | 32 510 | 353 216 CHF | 353 594 CHF | 100,00% | 100,00% |
14/11/2024 | 0,14% | 11,07 CHF | 11,08 CHF | 100 000 | 100 000 | 31 871 | 31 871 | 352 301 CHF | 352 672 CHF | 100,00% | 100,00% |
13/11/2024 | 0,14% | 10,89 CHF | 10,90 CHF | 100 000 | 100 000 | 33 281 | 33 281 | 359 491 CHF | 359 880 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 10,52 CHF | 10,53 CHF | 105 000 | 105 000 | 33 760 | 33 760 | 354 827 CHF | 355 222 CHF | 100,00% | 100,00% |
11/11/2024 | 0,15% | 10,38 CHF | 10,39 CHF | 105 000 | 105 000 | 33 755 | 33 755 | 347 898 CHF | 348 294 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 10,09 CHF | 10,10 CHF | 110 000 | 110 000 | 34 862 | 34 862 | 353 647 CHF | 354 054 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 10,05 CHF | 10,06 CHF | 110 000 | 110 000 | 35 066 | 35 066 | 349 012 CHF | 349 421 CHF | 100,00% | 100,00% |