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% | 12,49 CHF | 12,50 CHF | 38 000 | 38 000 | 15 890 | 15 890 | 201 011 CHF | 201 289 CHF | 99,76% | 99,76% |
19/11/2024 | 0,18% | 12,49 CHF | 12,50 CHF | 38 000 | 38 000 | 15 830 | 15 830 | 195 739 CHF | 196 008 CHF | 99,62% | 99,62% |
18/11/2024 | 0,17% | 12,78 CHF | 12,79 CHF | 37 000 | 37 000 | 13 803 | 13 803 | 179 420 CHF | 179 651 CHF | 97,46% | 97,46% |
15/11/2024 | 0,19% | 13,28 CHF | 13,29 CHF | 36 000 | 36 000 | 16 730 | 16 730 | 213 716 CHF | 214 024 CHF | 95,79% | 95,79% |
14/11/2024 | 0,18% | 12,02 CHF | 12,03 CHF | 39 000 | 39 000 | 16 333 | 16 333 | 203 107 CHF | 203 403 CHF | 99,55% | 99,55% |
13/11/2024 | 0,23% | 12,89 CHF | 12,90 CHF | 36 000 | 36 000 | 10 091 | 10 091 | 127 180 CHF | 127 404 CHF | 99,71% | 99,71% |
12/11/2024 | 0,15% | 12,00 CHF | 12,01 CHF | 39 000 | 39 000 | 16 420 | 16 420 | 197 553 CHF | 197 798 CHF | 99,86% | 99,86% |
11/11/2024 | 0,15% | 12,59 CHF | 12,60 CHF | 37 000 | 37 000 | 17 037 | 17 037 | 209 624 CHF | 209 885 CHF | 98,88% | 98,88% |
08/11/2024 | 0,17% | 11,58 CHF | 11,59 CHF | 40 000 | 40 000 | 17 571 | 17 571 | 197 339 CHF | 197 607 CHF | 98,80% | 98,80% |
07/11/2024 | 0,16% | 10,94 CHF | 10,95 CHF | 40 000 | 40 000 | 18 718 | 18 718 | 204 358 CHF | 204 637 CHF | 96,96% | 96,96% |