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 | 0,19% | 12,29 CHF | 12,30 CHF | 38 000 | 38 000 | 15 896 | 15 896 | 197 948 CHF | 198 226 CHF | 99,78% | 99,78% |
19/11/2024 | 0,18% | 12,29 CHF | 12,30 CHF | 38 000 | 38 000 | 15 838 | 15 838 | 192 760 CHF | 193 029 CHF | 99,65% | 99,65% |
18/11/2024 | 0,17% | 12,59 CHF | 12,60 CHF | 37 000 | 37 000 | 13 775 | 13 775 | 176 389 CHF | 176 621 CHF | 97,39% | 97,39% |
15/11/2024 | 0,19% | 13,08 CHF | 13,09 CHF | 36 000 | 36 000 | 16 730 | 16 730 | 210 386 CHF | 210 694 CHF | 96,11% | 96,11% |
14/11/2024 | 0,19% | 11,82 CHF | 11,83 CHF | 39 000 | 39 000 | 16 311 | 16 311 | 199 618 CHF | 199 913 CHF | 99,90% | 99,90% |
13/11/2024 | 0,23% | 12,70 CHF | 12,71 CHF | 36 000 | 36 000 | 10 091 | 10 091 | 125 213 CHF | 125 437 CHF | 99,70% | 99,70% |
12/11/2024 | 0,15% | 11,81 CHF | 11,82 CHF | 39 000 | 39 000 | 16 412 | 16 412 | 194 267 CHF | 194 512 CHF | 99,83% | 99,83% |
11/11/2024 | 0,15% | 12,40 CHF | 12,41 CHF | 37 000 | 37 000 | 17 041 | 17 041 | 206 376 CHF | 206 638 CHF | 98,90% | 98,90% |
08/11/2024 | 0,17% | 11,39 CHF | 11,40 CHF | 40 000 | 40 000 | 17 571 | 17 571 | 193 961 CHF | 194 229 CHF | 98,80% | 98,80% |
07/11/2024 | 0,17% | 10,75 CHF | 10,76 CHF | 40 000 | 40 000 | 18 674 | 18 674 | 200 292 CHF | 200 571 CHF | 97,46% | 97,46% |