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% | 12,59 CHF | 12,60 CHF | 38 000 | 38 000 | 15 893 | 15 893 | 202 729 CHF | 203 007 CHF | 99,77% | 99,77% |
19/11/2024 | 0,18% | 12,59 CHF | 12,60 CHF | 38 000 | 38 000 | 15 839 | 15 839 | 197 522 CHF | 197 791 CHF | 99,65% | 99,65% |
18/11/2024 | 0,17% | 12,89 CHF | 12,90 CHF | 37 000 | 37 000 | 13 783 | 13 783 | 180 632 CHF | 180 864 CHF | 97,42% | 97,42% |
15/11/2024 | 0,19% | 13,38 CHF | 13,39 CHF | 36 000 | 36 000 | 16 708 | 16 708 | 215 191 CHF | 215 499 CHF | 96,14% | 96,14% |
14/11/2024 | 0,18% | 12,12 CHF | 12,13 CHF | 39 000 | 39 000 | 16 322 | 16 322 | 204 720 CHF | 205 016 CHF | 99,72% | 99,72% |
13/11/2024 | 0,23% | 13,00 CHF | 13,01 CHF | 36 000 | 36 000 | 10 090 | 10 090 | 128 241 CHF | 128 465 CHF | 99,70% | 99,70% |
12/11/2024 | 0,15% | 12,11 CHF | 12,12 CHF | 39 000 | 39 000 | 16 412 | 16 412 | 199 183 CHF | 199 428 CHF | 99,83% | 99,83% |
11/11/2024 | 0,15% | 12,70 CHF | 12,71 CHF | 37 000 | 37 000 | 17 033 | 17 033 | 211 380 CHF | 211 641 CHF | 98,86% | 98,86% |
08/11/2024 | 0,17% | 11,68 CHF | 11,69 CHF | 40 000 | 40 000 | 17 573 | 17 573 | 199 195 CHF | 199 463 CHF | 98,77% | 98,77% |
07/11/2024 | 0,16% | 11,05 CHF | 11,06 CHF | 40 000 | 40 000 | 18 664 | 18 664 | 205 731 CHF | 206 010 CHF | 97,57% | 97,57% |