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% | 12,34 CHF | 12,35 CHF | 38 000 | 38 000 | 15 918 | 15 918 | 198 976 CHF | 199 254 CHF | 99,89% | 99,89% |
19/11/2024 | 0,18% | 12,34 CHF | 12,35 CHF | 38 000 | 38 000 | 15 894 | 15 894 | 194 174 CHF | 194 444 CHF | 99,96% | 99,96% |
18/11/2024 | 0,17% | 12,63 CHF | 12,64 CHF | 37 000 | 37 000 | 13 854 | 13 854 | 177 942 CHF | 178 174 CHF | 98,05% | 98,05% |
15/11/2024 | 0,19% | 13,13 CHF | 13,14 CHF | 36 000 | 36 000 | 16 557 | 16 557 | 208 851 CHF | 209 158 CHF | 99,36% | 99,36% |
14/11/2024 | 0,19% | 11,87 CHF | 11,88 CHF | 39 000 | 39 000 | 16 304 | 16 304 | 200 326 CHF | 200 622 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 12,74 CHF | 12,75 CHF | 36 000 | 36 000 | 10 116 | 10 116 | 126 001 CHF | 126 226 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 11,85 CHF | 11,86 CHF | 39 000 | 39 000 | 16 434 | 16 434 | 195 291 CHF | 195 536 CHF | 99,92% | 99,92% |
11/11/2024 | 0,15% | 12,45 CHF | 12,46 CHF | 37 000 | 37 000 | 17 080 | 17 080 | 207 639 CHF | 207 900 CHF | 99,09% | 99,09% |
08/11/2024 | 0,17% | 11,43 CHF | 11,44 CHF | 40 000 | 40 000 | 17 573 | 17 573 | 194 779 CHF | 195 046 CHF | 98,78% | 98,78% |
07/11/2024 | 0,17% | 10,80 CHF | 10,81 CHF | 40 000 | 40 000 | 18 593 | 18 593 | 200 302 CHF | 200 581 CHF | 98,94% | 98,94% |