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% | 12,22 CHF | 12,23 CHF | 38 000 | 38 000 | 15 919 | 15 919 | 197 190 CHF | 197 468 CHF | 99,90% | 99,90% |
19/11/2024 | 0,18% | 12,23 CHF | 12,24 CHF | 38 000 | 38 000 | 15 894 | 15 894 | 192 356 CHF | 192 626 CHF | 99,96% | 99,96% |
18/11/2024 | 0,18% | 12,52 CHF | 12,53 CHF | 37 000 | 37 000 | 13 854 | 13 854 | 176 348 CHF | 176 580 CHF | 98,05% | 98,05% |
15/11/2024 | 0,19% | 13,01 CHF | 13,02 CHF | 36 000 | 36 000 | 16 557 | 16 557 | 206 978 CHF | 207 285 CHF | 99,36% | 99,36% |
14/11/2024 | 0,19% | 11,75 CHF | 11,76 CHF | 39 000 | 39 000 | 16 304 | 16 304 | 198 441 CHF | 198 736 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 12,63 CHF | 12,64 CHF | 36 000 | 36 000 | 10 116 | 10 116 | 124 839 CHF | 125 064 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 11,74 CHF | 11,75 CHF | 39 000 | 39 000 | 16 434 | 16 434 | 193 403 CHF | 193 649 CHF | 99,92% | 99,92% |
11/11/2024 | 0,15% | 12,33 CHF | 12,34 CHF | 37 000 | 37 000 | 17 081 | 17 081 | 205 725 CHF | 205 987 CHF | 99,09% | 99,09% |
08/11/2024 | 0,17% | 11,32 CHF | 11,33 CHF | 40 000 | 40 000 | 17 659 | 17 659 | 193 724 CHF | 193 992 CHF | 99,18% | 99,18% |
07/11/2024 | 0,17% | 10,68 CHF | 10,69 CHF | 40 000 | 40 000 | 18 582 | 18 582 | 198 070 CHF | 198 349 CHF | 99,04% | 99,04% |