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% | 11,45 CHF | 11,46 CHF | 97 000 | 97 000 | 31 027 | 31 027 | 354 879 CHF | 355 243 CHF | 99,89% | 99,89% |
19/11/2024 | 0,14% | 11,00 CHF | 11,01 CHF | 100 000 | 100 000 | 31 807 | 31 807 | 346 366 CHF | 346 736 CHF | 100,00% | 100,00% |
18/11/2024 | 0,15% | 10,82 CHF | 10,83 CHF | 100 000 | 100 000 | 32 028 | 32 028 | 337 969 CHF | 338 343 CHF | 99,48% | 99,48% |
15/11/2024 | 0,15% | 10,46 CHF | 10,47 CHF | 105 000 | 105 000 | 32 486 | 32 486 | 343 619 CHF | 343 997 CHF | 99,97% | 99,97% |
14/11/2024 | 0,14% | 10,78 CHF | 10,79 CHF | 100 000 | 100 000 | 31 851 | 31 851 | 342 927 CHF | 343 299 CHF | 99,95% | 99,95% |
13/11/2024 | 0,15% | 10,61 CHF | 10,62 CHF | 100 000 | 100 000 | 33 271 | 33 271 | 349 909 CHF | 350 298 CHF | 99,97% | 99,97% |
12/11/2024 | 0,15% | 10,23 CHF | 10,24 CHF | 105 000 | 105 000 | 33 755 | 33 755 | 345 207 CHF | 345 603 CHF | 99,99% | 99,99% |
11/11/2024 | 0,16% | 10,10 CHF | 10,11 CHF | 105 000 | 105 000 | 33 736 | 33 736 | 338 186 CHF | 338 582 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 9,81 CHF | 9,82 CHF | 110 000 | 110 000 | 34 858 | 34 858 | 343 848 CHF | 344 255 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 9,77 CHF | 9,78 CHF | 110 000 | 110 000 | 35 065 | 35 065 | 339 215 CHF | 339 624 CHF | 100,00% | 100,00% |