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% | 11,70 CHF | 11,75 CHF | 30 700 | 30 700 | 28 289 | 28 289 | 335 305 CHF | 336 910 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 11,55 CHF | 11,60 CHF | 31 180 | 31 180 | 29 288 | 29 288 | 333 388 CHF | 335 054 CHF | 99,03% | 99,03% |
18/11/2024 | 0,55% | 11,30 CHF | 11,35 CHF | 31 970 | 31 970 | 29 962 | 29 962 | 335 272 CHF | 336 958 CHF | 98,75% | 98,75% |
15/11/2024 | 0,57% | 11,55 CHF | 11,60 CHF | 31 210 | 31 210 | 28 141 | 28 141 | 330 825 CHF | 332 500 CHF | 71,82% | 71,82% |
14/11/2024 | 0,53% | 12,05 CHF | 12,10 CHF | 30 190 | 30 190 | 28 129 | 28 129 | 336 403 CHF | 338 001 CHF | 100,00% | 100,00% |
13/11/2024 | 0,53% | 11,90 CHF | 11,95 CHF | 30 460 | 30 460 | 28 174 | 28 174 | 336 605 CHF | 338 205 CHF | 99,87% | 99,87% |
12/11/2024 | 0,54% | 11,90 CHF | 11,95 CHF | 30 400 | 30 400 | 28 698 | 28 698 | 336 063 CHF | 337 694 CHF | 99,98% | 99,98% |
11/11/2024 | 0,53% | 11,75 CHF | 11,80 CHF | 30 910 | 30 910 | 28 492 | 28 492 | 336 806 CHF | 338 423 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 11,75 CHF | 11,80 CHF | 30 890 | 30 890 | 28 571 | 28 571 | 337 895 CHF | 339 515 CHF | 99,80% | 99,80% |
07/11/2024 | 0,54% | 11,75 CHF | 11,80 CHF | 31 030 | 31 030 | 29 096 | 29 096 | 339 099 CHF | 340 747 CHF | 99,51% | 99,51% |