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% | 12,47 CHF | 12,48 CHF | 38 000 | 38 000 | 15 920 | 15 920 | 201 177 CHF | 201 455 CHF | 99,90% | 99,90% |
19/11/2024 | 0,18% | 12,48 CHF | 12,49 CHF | 38 000 | 38 000 | 15 894 | 15 894 | 196 314 CHF | 196 583 CHF | 99,96% | 99,96% |
18/11/2024 | 0,17% | 12,77 CHF | 12,78 CHF | 37 000 | 37 000 | 13 854 | 13 854 | 179 819 CHF | 180 051 CHF | 98,05% | 98,05% |
15/11/2024 | 0,19% | 13,26 CHF | 13,27 CHF | 36 000 | 36 000 | 16 558 | 16 558 | 211 138 CHF | 211 445 CHF | 99,36% | 99,36% |
14/11/2024 | 0,19% | 12,00 CHF | 12,01 CHF | 39 000 | 39 000 | 16 305 | 16 305 | 202 547 CHF | 202 843 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 12,88 CHF | 12,89 CHF | 36 000 | 36 000 | 10 116 | 10 116 | 127 371 CHF | 127 596 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 11,99 CHF | 12,00 CHF | 39 000 | 39 000 | 16 435 | 16 435 | 197 509 CHF | 197 754 CHF | 99,92% | 99,92% |
11/11/2024 | 0,15% | 12,58 CHF | 12,59 CHF | 37 000 | 37 000 | 17 080 | 17 080 | 209 931 CHF | 210 192 CHF | 99,09% | 99,09% |
08/11/2024 | 0,17% | 11,57 CHF | 11,58 CHF | 40 000 | 40 000 | 17 572 | 17 572 | 197 124 CHF | 197 392 CHF | 98,78% | 98,78% |
07/11/2024 | 0,16% | 10,93 CHF | 10,94 CHF | 40 000 | 40 000 | 18 592 | 18 592 | 202 766 CHF | 203 045 CHF | 98,94% | 98,94% |