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% | 12,17 CHF | 12,18 CHF | 38 000 | 38 000 | 15 919 | 15 919 | 196 382 CHF | 196 660 CHF | 99,90% | 99,90% |
19/11/2024 | 0,18% | 12,18 CHF | 12,19 CHF | 38 000 | 38 000 | 15 894 | 15 894 | 191 543 CHF | 191 812 CHF | 99,96% | 99,96% |
18/11/2024 | 0,18% | 12,47 CHF | 12,48 CHF | 37 000 | 37 000 | 13 854 | 13 854 | 175 646 CHF | 175 878 CHF | 98,05% | 98,05% |
15/11/2024 | 0,19% | 12,96 CHF | 12,97 CHF | 36 000 | 36 000 | 16 557 | 16 557 | 206 133 CHF | 206 440 CHF | 99,36% | 99,36% |
14/11/2024 | 0,19% | 11,70 CHF | 11,71 CHF | 39 000 | 39 000 | 16 305 | 16 305 | 197 622 CHF | 197 917 CHF | 100,00% | 100,00% |
13/11/2024 | 0,24% | 12,58 CHF | 12,59 CHF | 36 000 | 36 000 | 10 115 | 10 115 | 124 320 CHF | 124 544 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 11,69 CHF | 11,70 CHF | 39 000 | 39 000 | 16 433 | 16 433 | 192 597 CHF | 192 842 CHF | 99,92% | 99,92% |
11/11/2024 | 0,15% | 12,28 CHF | 12,29 CHF | 37 000 | 37 000 | 17 082 | 17 082 | 204 872 CHF | 205 134 CHF | 99,09% | 99,09% |
08/11/2024 | 0,17% | 11,27 CHF | 11,28 CHF | 40 000 | 40 000 | 17 660 | 17 660 | 192 852 CHF | 193 120 CHF | 99,18% | 99,18% |
07/11/2024 | 0,17% | 10,63 CHF | 10,64 CHF | 40 000 | 40 000 | 18 581 | 18 581 | 197 162 CHF | 197 441 CHF | 99,05% | 99,05% |