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 | 15 893 | 15 893 | 198 755 CHF | 199 033 CHF | 99,77% | 99,77% |
19/11/2024 | 0,18% | 12,35 CHF | 12,36 CHF | 38 000 | 38 000 | 15 835 | 15 835 | 193 531 CHF | 193 800 CHF | 99,64% | 99,64% |
18/11/2024 | 0,17% | 12,64 CHF | 12,65 CHF | 37 000 | 37 000 | 13 783 | 13 783 | 177 188 CHF | 177 419 CHF | 97,42% | 97,42% |
15/11/2024 | 0,19% | 13,13 CHF | 13,14 CHF | 36 000 | 36 000 | 16 704 | 16 704 | 210 945 CHF | 211 253 CHF | 96,34% | 96,34% |
14/11/2024 | 0,19% | 11,87 CHF | 11,88 CHF | 39 000 | 39 000 | 16 310 | 16 310 | 200 479 CHF | 200 775 CHF | 99,90% | 99,90% |
13/11/2024 | 0,23% | 12,75 CHF | 12,76 CHF | 36 000 | 36 000 | 10 090 | 10 090 | 125 724 CHF | 125 948 CHF | 99,70% | 99,70% |
12/11/2024 | 0,15% | 11,86 CHF | 11,87 CHF | 39 000 | 39 000 | 16 411 | 16 411 | 195 091 CHF | 195 336 CHF | 99,82% | 99,82% |
11/11/2024 | 0,15% | 12,45 CHF | 12,46 CHF | 37 000 | 37 000 | 17 041 | 17 041 | 207 245 CHF | 207 507 CHF | 98,90% | 98,90% |
08/11/2024 | 0,17% | 11,44 CHF | 11,45 CHF | 40 000 | 40 000 | 17 571 | 17 571 | 194 844 CHF | 195 111 CHF | 98,80% | 98,80% |
07/11/2024 | 0,17% | 10,80 CHF | 10,81 CHF | 40 000 | 40 000 | 18 681 | 18 681 | 201 313 CHF | 201 592 CHF | 97,39% | 97,39% |