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 | 0,53% | 11,75 CHF | 11,80 CHF | 30 660 | 30 660 | 28 281 | 28 281 | 336 170 CHF | 337 775 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 11,60 CHF | 11,65 CHF | 31 180 | 31 180 | 29 291 | 29 291 | 334 531 CHF | 336 197 CHF | 99,03% | 99,03% |
18/11/2024 | 0,55% | 11,35 CHF | 11,40 CHF | 31 930 | 31 930 | 29 958 | 29 958 | 336 334 CHF | 338 020 CHF | 98,79% | 98,79% |
15/11/2024 | 0,57% | 11,60 CHF | 11,65 CHF | 31 310 | 31 310 | 28 144 | 28 144 | 331 971 CHF | 333 645 CHF | 71,96% | 71,96% |
14/11/2024 | 0,52% | 12,05 CHF | 12,10 CHF | 30 180 | 30 180 | 28 127 | 28 127 | 337 317 CHF | 338 915 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 11,90 CHF | 11,95 CHF | 30 490 | 30 490 | 28 179 | 28 179 | 337 597 CHF | 339 197 CHF | 99,88% | 99,88% |
12/11/2024 | 0,54% | 11,95 CHF | 12,00 CHF | 30 370 | 30 370 | 28 693 | 28 693 | 337 019 CHF | 338 650 CHF | 99,98% | 99,98% |
11/11/2024 | 0,53% | 11,75 CHF | 11,80 CHF | 30 890 | 30 890 | 28 489 | 28 489 | 337 723 CHF | 339 340 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 11,80 CHF | 11,85 CHF | 30 890 | 30 890 | 28 562 | 28 562 | 338 718 CHF | 340 337 CHF | 99,81% | 99,81% |
07/11/2024 | 0,54% | 11,80 CHF | 11,85 CHF | 31 060 | 31 060 | 29 083 | 29 083 | 339 802 CHF | 341 450 CHF | 99,53% | 99,53% |