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% | 11,10 CHF | 11,11 CHF | 97 000 | 97 000 | 31 031 | 31 031 | 344 126 CHF | 344 489 CHF | 99,90% | 99,90% |
19/11/2024 | 0,15% | 10,65 CHF | 10,66 CHF | 100 000 | 100 000 | 31 807 | 31 807 | 335 284 CHF | 335 654 CHF | 100,00% | 100,00% |
18/11/2024 | 0,15% | 10,47 CHF | 10,48 CHF | 100 000 | 100 000 | 32 129 | 32 129 | 327 687 CHF | 328 063 CHF | 99,87% | 99,87% |
15/11/2024 | 0,15% | 10,11 CHF | 10,12 CHF | 105 000 | 105 000 | 32 509 | 32 509 | 332 431 CHF | 332 809 CHF | 100,00% | 100,00% |
14/11/2024 | 0,15% | 10,43 CHF | 10,44 CHF | 100 000 | 100 000 | 31 885 | 31 885 | 332 105 CHF | 332 477 CHF | 100,00% | 100,00% |
13/11/2024 | 0,15% | 10,26 CHF | 10,27 CHF | 100 000 | 100 000 | 33 293 | 33 293 | 338 495 CHF | 338 884 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 9,88 CHF | 9,89 CHF | 105 000 | 105 000 | 33 763 | 33 763 | 333 477 CHF | 333 873 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 9,75 CHF | 9,76 CHF | 105 000 | 105 000 | 33 770 | 33 770 | 326 708 CHF | 327 104 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 9,46 CHF | 9,47 CHF | 110 000 | 110 000 | 34 858 | 34 858 | 331 753 CHF | 332 160 CHF | 100,00% | 100,00% |
07/11/2024 | 0,17% | 9,42 CHF | 9,43 CHF | 110 000 | 110 000 | 35 064 | 35 064 | 327 039 CHF | 327 448 CHF | 100,00% | 100,00% |