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% | 12,54 CHF | 12,55 CHF | 38 000 | 38 000 | 15 896 | 15 896 | 201 919 CHF | 202 197 CHF | 99,78% | 99,78% |
19/11/2024 | 0,18% | 12,54 CHF | 12,55 CHF | 38 000 | 38 000 | 15 831 | 15 831 | 196 587 CHF | 196 856 CHF | 99,62% | 99,62% |
18/11/2024 | 0,17% | 12,83 CHF | 12,84 CHF | 37 000 | 37 000 | 13 783 | 13 783 | 179 900 CHF | 180 132 CHF | 97,42% | 97,42% |
15/11/2024 | 0,19% | 13,33 CHF | 13,34 CHF | 36 000 | 36 000 | 16 762 | 16 762 | 215 009 CHF | 215 318 CHF | 95,65% | 95,65% |
14/11/2024 | 0,18% | 12,07 CHF | 12,08 CHF | 39 000 | 39 000 | 16 305 | 16 305 | 203 641 CHF | 203 936 CHF | 99,89% | 99,89% |
13/11/2024 | 0,23% | 12,94 CHF | 12,95 CHF | 36 000 | 36 000 | 10 091 | 10 091 | 127 711 CHF | 127 935 CHF | 99,70% | 99,70% |
12/11/2024 | 0,15% | 12,05 CHF | 12,06 CHF | 39 000 | 39 000 | 16 417 | 16 417 | 198 385 CHF | 198 630 CHF | 99,84% | 99,84% |
11/11/2024 | 0,15% | 12,65 CHF | 12,66 CHF | 37 000 | 37 000 | 17 034 | 17 034 | 210 523 CHF | 210 785 CHF | 98,87% | 98,87% |
08/11/2024 | 0,17% | 11,63 CHF | 11,64 CHF | 40 000 | 40 000 | 17 571 | 17 571 | 198 249 CHF | 198 517 CHF | 98,80% | 98,80% |
07/11/2024 | 0,16% | 11,00 CHF | 11,01 CHF | 40 000 | 40 000 | 18 859 | 18 859 | 206 864 CHF | 207 145 CHF | 95,68% | 95,68% |