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% | 12,58 CHF | 12,59 CHF | 38 000 | 38 000 | 15 918 | 15 918 | 202 846 CHF | 203 124 CHF | 99,89% | 99,89% |
19/11/2024 | 0,18% | 12,58 CHF | 12,59 CHF | 38 000 | 38 000 | 15 894 | 15 894 | 197 999 CHF | 198 269 CHF | 99,96% | 99,96% |
18/11/2024 | 0,17% | 12,87 CHF | 12,88 CHF | 37 000 | 37 000 | 13 854 | 13 854 | 181 284 CHF | 181 516 CHF | 98,05% | 98,05% |
15/11/2024 | 0,19% | 13,37 CHF | 13,38 CHF | 36 000 | 36 000 | 16 558 | 16 558 | 212 906 CHF | 213 213 CHF | 99,36% | 99,36% |
14/11/2024 | 0,18% | 12,11 CHF | 12,12 CHF | 39 000 | 39 000 | 16 305 | 16 305 | 204 286 CHF | 204 582 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 12,98 CHF | 12,99 CHF | 36 000 | 36 000 | 10 116 | 10 116 | 128 434 CHF | 128 659 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 12,09 CHF | 12,10 CHF | 39 000 | 39 000 | 16 434 | 16 434 | 199 238 CHF | 199 483 CHF | 99,92% | 99,92% |
11/11/2024 | 0,15% | 12,69 CHF | 12,70 CHF | 37 000 | 37 000 | 17 081 | 17 081 | 211 737 CHF | 211 999 CHF | 99,09% | 99,09% |
08/11/2024 | 0,17% | 11,67 CHF | 11,68 CHF | 40 000 | 40 000 | 17 660 | 17 660 | 199 936 CHF | 200 203 CHF | 99,19% | 99,19% |
07/11/2024 | 0,16% | 11,03 CHF | 11,04 CHF | 40 000 | 40 000 | 18 581 | 18 581 | 204 591 CHF | 204 870 CHF | 99,05% | 99,05% |