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% | 12,09 CHF | 12,10 CHF | 38 000 | 38 000 | 15 893 | 15 893 | 194 814 CHF | 195 092 CHF | 99,77% | 99,77% |
19/11/2024 | 0,18% | 12,10 CHF | 12,11 CHF | 38 000 | 38 000 | 15 830 | 15 830 | 189 559 CHF | 189 828 CHF | 99,62% | 99,62% |
18/11/2024 | 0,18% | 12,39 CHF | 12,40 CHF | 37 000 | 37 000 | 13 798 | 13 798 | 173 946 CHF | 174 178 CHF | 97,48% | 97,48% |
15/11/2024 | 0,19% | 12,88 CHF | 12,89 CHF | 36 000 | 36 000 | 16 704 | 16 704 | 206 798 CHF | 207 106 CHF | 96,17% | 96,17% |
14/11/2024 | 0,19% | 11,62 CHF | 11,63 CHF | 39 000 | 39 000 | 16 322 | 16 322 | 196 558 CHF | 196 854 CHF | 99,72% | 99,72% |
13/11/2024 | 0,24% | 12,50 CHF | 12,51 CHF | 36 000 | 36 000 | 10 092 | 10 092 | 123 247 CHF | 123 471 CHF | 99,72% | 99,72% |
12/11/2024 | 0,16% | 11,61 CHF | 11,62 CHF | 39 000 | 39 000 | 16 420 | 16 420 | 191 175 CHF | 191 420 CHF | 99,85% | 99,85% |
11/11/2024 | 0,15% | 12,21 CHF | 12,22 CHF | 37 000 | 37 000 | 17 036 | 17 036 | 203 020 CHF | 203 282 CHF | 98,88% | 98,88% |
08/11/2024 | 0,17% | 11,19 CHF | 11,20 CHF | 40 000 | 40 000 | 17 571 | 17 571 | 190 583 CHF | 190 851 CHF | 98,80% | 98,80% |
07/11/2024 | 0,17% | 10,56 CHF | 10,57 CHF | 40 000 | 40 000 | 18 666 | 18 666 | 196 615 CHF | 196 894 CHF | 97,57% | 97,57% |