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% | 12,63 CHF | 12,64 CHF | 38 000 | 38 000 | 15 919 | 15 919 | 203 671 CHF | 203 949 CHF | 99,90% | 99,90% |
19/11/2024 | 0,18% | 12,63 CHF | 12,64 CHF | 38 000 | 38 000 | 15 894 | 15 894 | 198 805 CHF | 199 075 CHF | 99,96% | 99,96% |
18/11/2024 | 0,17% | 12,93 CHF | 12,94 CHF | 37 000 | 37 000 | 13 854 | 13 854 | 182 025 CHF | 182 256 CHF | 98,05% | 98,05% |
15/11/2024 | 0,19% | 13,42 CHF | 13,43 CHF | 36 000 | 36 000 | 16 558 | 16 558 | 213 750 CHF | 214 057 CHF | 99,36% | 99,36% |
14/11/2024 | 0,18% | 12,16 CHF | 12,17 CHF | 39 000 | 39 000 | 16 305 | 16 305 | 205 118 CHF | 205 413 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 13,03 CHF | 13,04 CHF | 36 000 | 36 000 | 10 116 | 10 116 | 128 947 CHF | 129 172 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 12,14 CHF | 12,15 CHF | 39 000 | 39 000 | 16 434 | 16 434 | 200 072 CHF | 200 317 CHF | 99,92% | 99,92% |
11/11/2024 | 0,15% | 12,74 CHF | 12,75 CHF | 37 000 | 37 000 | 17 081 | 17 081 | 212 641 CHF | 212 903 CHF | 99,09% | 99,09% |
08/11/2024 | 0,16% | 11,72 CHF | 11,73 CHF | 40 000 | 40 000 | 17 660 | 17 660 | 200 823 CHF | 201 091 CHF | 99,19% | 99,19% |
07/11/2024 | 0,16% | 11,08 CHF | 11,09 CHF | 40 000 | 40 000 | 18 581 | 18 581 | 205 524 CHF | 205 802 CHF | 99,05% | 99,05% |