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% | 12,39 CHF | 12,40 CHF | 38 000 | 38 000 | 15 920 | 15 920 | 199 809 CHF | 200 087 CHF | 99,90% | 99,90% |
19/11/2024 | 0,18% | 12,39 CHF | 12,40 CHF | 38 000 | 38 000 | 15 894 | 15 894 | 194 949 CHF | 195 218 CHF | 99,96% | 99,96% |
18/11/2024 | 0,17% | 12,68 CHF | 12,69 CHF | 37 000 | 37 000 | 13 854 | 13 854 | 178 620 CHF | 178 852 CHF | 98,05% | 98,05% |
15/11/2024 | 0,19% | 13,18 CHF | 13,19 CHF | 36 000 | 36 000 | 16 557 | 16 557 | 209 695 CHF | 210 003 CHF | 99,36% | 99,36% |
14/11/2024 | 0,19% | 11,92 CHF | 11,93 CHF | 39 000 | 39 000 | 16 304 | 16 304 | 201 127 CHF | 201 422 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 12,79 CHF | 12,80 CHF | 36 000 | 36 000 | 10 116 | 10 116 | 126 491 CHF | 126 716 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 11,90 CHF | 11,91 CHF | 39 000 | 39 000 | 16 435 | 16 435 | 196 094 CHF | 196 339 CHF | 99,92% | 99,92% |
11/11/2024 | 0,15% | 12,50 CHF | 12,51 CHF | 37 000 | 37 000 | 17 080 | 17 080 | 208 463 CHF | 208 725 CHF | 99,09% | 99,09% |
08/11/2024 | 0,17% | 11,48 CHF | 11,49 CHF | 40 000 | 40 000 | 17 659 | 17 659 | 196 574 CHF | 196 842 CHF | 99,18% | 99,18% |
07/11/2024 | 0,17% | 10,85 CHF | 10,86 CHF | 40 000 | 40 000 | 18 582 | 18 582 | 201 072 CHF | 201 351 CHF | 99,04% | 99,04% |