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 | 0,41% | 12,15 CHF | 12,20 CHF | 6 900 | 6 900 | 6 859 | 6 859 | 82 522 CHF | 82 865 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 11,61 CHF | 11,65 CHF | 7 600 | 7 600 | 7 571 | 7 571 | 87 916 CHF | 88 245 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 10,63 CHF | 10,68 CHF | 7 500 | 7 500 | 7 408 | 7 408 | 76 668 CHF | 77 039 CHF | 100,00% | 100,00% |
15/11/2024 | 0,47% | 10,41 CHF | 10,46 CHF | 6 600 | 6 600 | 6 657 | 6 657 | 71 185 CHF | 71 518 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 11,18 CHF | 11,24 CHF | 5 900 | 5 900 | 5 983 | 5 983 | 70 809 CHF | 71 159 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 12,61 CHF | 12,67 CHF | 5 900 | 5 900 | 5 944 | 5 944 | 76 897 CHF | 77 253 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 13,49 CHF | 13,54 CHF | 6 900 | 6 900 | 6 898 | 6 898 | 90 153 CHF | 90 498 CHF | 99,85% | 99,85% |
11/11/2024 | 0,43% | 11,59 CHF | 11,64 CHF | 6 400 | 6 400 | 6 402 | 6 402 | 74 475 CHF | 74 795 CHF | 99,68% | 99,68% |
08/11/2024 | 0,47% | 12,24 CHF | 12,28 CHF | 9 200 | 9 200 | 7 379 | 7 379 | 85 801 CHF | 86 161 CHF | 98,78% | 98,78% |
07/11/2024 | 0,44% | 9,02 CHF | 9,06 CHF | 8 000 | 8 000 | 8 042 | 8 042 | 73 775 CHF | 74 097 CHF | 100,00% | 100,00% |