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% | 12,27 CHF | 12,28 CHF | 38 000 | 38 000 | 15 919 | 15 919 | 197 998 CHF | 198 276 CHF | 99,90% | 99,90% |
19/11/2024 | 0,18% | 12,28 CHF | 12,29 CHF | 38 000 | 38 000 | 15 894 | 15 894 | 193 160 CHF | 193 429 CHF | 99,96% | 99,96% |
18/11/2024 | 0,17% | 12,57 CHF | 12,58 CHF | 37 000 | 37 000 | 13 854 | 13 854 | 177 083 CHF | 177 315 CHF | 98,05% | 98,05% |
15/11/2024 | 0,19% | 13,06 CHF | 13,07 CHF | 36 000 | 36 000 | 16 558 | 16 558 | 207 836 CHF | 208 143 CHF | 99,36% | 99,36% |
14/11/2024 | 0,19% | 11,80 CHF | 11,81 CHF | 39 000 | 39 000 | 16 304 | 16 304 | 199 283 CHF | 199 578 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 12,68 CHF | 12,69 CHF | 36 000 | 36 000 | 10 116 | 10 116 | 125 350 CHF | 125 574 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 11,79 CHF | 11,80 CHF | 39 000 | 39 000 | 16 434 | 16 434 | 194 275 CHF | 194 520 CHF | 99,92% | 99,92% |
11/11/2024 | 0,15% | 12,39 CHF | 12,40 CHF | 37 000 | 37 000 | 17 080 | 17 080 | 206 586 CHF | 206 848 CHF | 99,09% | 99,09% |
08/11/2024 | 0,17% | 11,37 CHF | 11,38 CHF | 40 000 | 40 000 | 17 658 | 17 658 | 194 602 CHF | 194 870 CHF | 99,19% | 99,19% |
07/11/2024 | 0,17% | 10,74 CHF | 10,75 CHF | 40 000 | 40 000 | 18 582 | 18 582 | 199 044 CHF | 199 323 CHF | 99,05% | 99,05% |