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 | 0,10% | 10,39 CHF | 10,40 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 156 824 CHF | 156 974 CHF | 95,72% | 95,72% |
19/11/2024 | 0,10% | 10,33 CHF | 10,34 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 261 271 CHF | 261 521 CHF | 99,29% | 99,29% |
18/11/2024 | 0,09% | 10,54 CHF | 10,55 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 266 800 CHF | 267 050 CHF | 68,13% | 68,13% |
15/11/2024 | 0,09% | 10,87 CHF | 10,88 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 272 407 CHF | 272 657 CHF | 98,59% | 98,59% |
14/11/2024 | 0,09% | 11,17 CHF | 11,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 289 158 CHF | 289 408 CHF | 84,02% | 84,02% |
13/11/2024 | 0,08% | 11,89 CHF | 11,90 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 296 206 CHF | 296 456 CHF | 99,38% | 99,38% |
12/11/2024 | 0,08% | 11,88 CHF | 11,89 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 302 122 CHF | 302 372 CHF | 84,89% | 84,89% |
11/11/2024 | 0,08% | 12,63 CHF | 12,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 311 380 CHF | 311 630 CHF | 96,47% | 96,47% |
08/11/2024 | 0,08% | 12,37 CHF | 12,38 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 299 783 CHF | 300 033 CHF | 95,67% | 95,67% |
07/11/2024 | 0,09% | 10,78 CHF | 10,79 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 272 572 CHF | 272 822 CHF | 70,31% | 70,31% |