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 | 0,43% | 11,15 CHF | 11,20 CHF | 2 750 | 2 750 | 2 703 | 2 703 | 31 652 CHF | 31 787 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 11,95 CHF | 12,00 CHF | 2 700 | 2 700 | 2 696 | 2 696 | 31 822 CHF | 31 957 CHF | 98,70% | 98,70% |
18/11/2024 | 0,42% | 12,15 CHF | 12,20 CHF | 2 700 | 2 700 | 2 706 | 2 706 | 32 249 CHF | 32 384 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 12,60 CHF | 12,65 CHF | 2 650 | 2 650 | 2 614 | 2 614 | 34 613 CHF | 34 744 CHF | 71,56% | 71,56% |
14/11/2024 | 0,36% | 13,95 CHF | 14,00 CHF | 2 550 | 2 550 | 2 543 | 2 543 | 35 403 CHF | 35 530 CHF | 100,00% | 100,00% |
13/11/2024 | 0,38% | 13,20 CHF | 13,25 CHF | 2 600 | 2 600 | 2 596 | 2 596 | 34 481 CHF | 34 611 CHF | 99,38% | 99,38% |
12/11/2024 | 0,36% | 13,70 CHF | 13,75 CHF | 2 600 | 2 600 | 2 540 | 2 540 | 35 705 CHF | 35 832 CHF | 100,00% | 100,00% |
11/11/2024 | 0,35% | 14,35 CHF | 14,40 CHF | 2 550 | 2 550 | 2 525 | 2 525 | 36 541 CHF | 36 668 CHF | 100,00% | 100,00% |
08/11/2024 | 0,36% | 14,10 CHF | 14,15 CHF | 2 550 | 2 550 | 2 565 | 2 565 | 35 778 CHF | 35 906 CHF | 100,00% | 100,00% |
07/11/2024 | 0,36% | 14,05 CHF | 14,10 CHF | 2 600 | 2 600 | 2 567 | 2 567 | 35 980 CHF | 36 108 CHF | 100,00% | 100,00% |