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 | 0,18% | 12,42 CHF | 12,43 CHF | 38 000 | 38 000 | 15 894 | 15 894 | 200 030 CHF | 200 308 CHF | 99,77% | 99,77% |
19/11/2024 | 0,18% | 12,42 CHF | 12,43 CHF | 38 000 | 38 000 | 15 838 | 15 838 | 194 821 CHF | 195 090 CHF | 99,65% | 99,65% |
18/11/2024 | 0,17% | 12,72 CHF | 12,73 CHF | 37 000 | 37 000 | 13 800 | 13 800 | 178 520 CHF | 178 752 CHF | 97,49% | 97,49% |
15/11/2024 | 0,19% | 13,21 CHF | 13,22 CHF | 36 000 | 36 000 | 16 703 | 16 703 | 212 269 CHF | 212 577 CHF | 96,33% | 96,33% |
14/11/2024 | 0,19% | 11,95 CHF | 11,96 CHF | 39 000 | 39 000 | 16 310 | 16 310 | 201 778 CHF | 202 074 CHF | 99,90% | 99,90% |
13/11/2024 | 0,23% | 12,83 CHF | 12,84 CHF | 36 000 | 36 000 | 10 091 | 10 091 | 126 531 CHF | 126 756 CHF | 99,70% | 99,70% |
12/11/2024 | 0,15% | 11,94 CHF | 11,95 CHF | 39 000 | 39 000 | 16 421 | 16 421 | 196 541 CHF | 196 786 CHF | 99,86% | 99,86% |
11/11/2024 | 0,15% | 12,53 CHF | 12,54 CHF | 37 000 | 37 000 | 17 040 | 17 040 | 208 616 CHF | 208 878 CHF | 98,89% | 98,89% |
08/11/2024 | 0,17% | 11,51 CHF | 11,52 CHF | 40 000 | 40 000 | 17 571 | 17 571 | 196 228 CHF | 196 495 CHF | 98,80% | 98,80% |
07/11/2024 | 0,17% | 10,88 CHF | 10,89 CHF | 40 000 | 40 000 | 18 668 | 18 668 | 202 636 CHF | 202 915 CHF | 97,55% | 97,55% |