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% | 12,53 CHF | 12,54 CHF | 38 000 | 38 000 | 15 919 | 15 919 | 202 047 CHF | 202 325 CHF | 99,90% | 99,90% |
19/11/2024 | 0,18% | 12,53 CHF | 12,54 CHF | 38 000 | 38 000 | 15 894 | 15 894 | 197 224 CHF | 197 493 CHF | 99,96% | 99,96% |
18/11/2024 | 0,17% | 12,83 CHF | 12,84 CHF | 37 000 | 37 000 | 13 854 | 13 854 | 180 617 CHF | 180 849 CHF | 98,05% | 98,05% |
15/11/2024 | 0,19% | 13,32 CHF | 13,33 CHF | 36 000 | 36 000 | 16 557 | 16 557 | 212 055 CHF | 212 363 CHF | 99,36% | 99,36% |
14/11/2024 | 0,18% | 12,06 CHF | 12,07 CHF | 39 000 | 39 000 | 16 304 | 16 304 | 203 439 CHF | 203 735 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 12,93 CHF | 12,94 CHF | 36 000 | 36 000 | 10 116 | 10 116 | 127 922 CHF | 128 147 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 12,04 CHF | 12,05 CHF | 39 000 | 39 000 | 16 435 | 16 435 | 198 451 CHF | 198 696 CHF | 99,92% | 99,92% |
11/11/2024 | 0,15% | 12,64 CHF | 12,65 CHF | 37 000 | 37 000 | 17 081 | 17 081 | 210 908 CHF | 211 169 CHF | 99,09% | 99,09% |
08/11/2024 | 0,17% | 11,62 CHF | 11,63 CHF | 40 000 | 40 000 | 17 658 | 17 658 | 199 033 CHF | 199 301 CHF | 99,18% | 99,18% |
07/11/2024 | 0,16% | 10,98 CHF | 10,99 CHF | 40 000 | 40 000 | 18 582 | 18 582 | 203 672 CHF | 203 951 CHF | 99,05% | 99,05% |