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% | 12,15 CHF | 12,16 CHF | 38 000 | 38 000 | 15 890 | 15 890 | 195 623 CHF | 195 901 CHF | 99,75% | 99,75% |
19/11/2024 | 0,18% | 12,15 CHF | 12,16 CHF | 38 000 | 38 000 | 15 833 | 15 833 | 190 430 CHF | 190 699 CHF | 99,63% | 99,63% |
18/11/2024 | 0,18% | 12,44 CHF | 12,45 CHF | 37 000 | 37 000 | 13 799 | 13 799 | 174 691 CHF | 174 923 CHF | 97,44% | 97,44% |
15/11/2024 | 0,19% | 12,94 CHF | 12,95 CHF | 36 000 | 36 000 | 16 706 | 16 706 | 207 657 CHF | 207 965 CHF | 97,16% | 97,16% |
14/11/2024 | 0,19% | 11,68 CHF | 11,69 CHF | 39 000 | 39 000 | 16 332 | 16 332 | 197 550 CHF | 197 846 CHF | 99,55% | 99,55% |
13/11/2024 | 0,24% | 12,55 CHF | 12,56 CHF | 36 000 | 36 000 | 10 091 | 10 091 | 123 763 CHF | 123 988 CHF | 99,70% | 99,70% |
12/11/2024 | 0,15% | 11,66 CHF | 11,67 CHF | 39 000 | 39 000 | 16 414 | 16 414 | 191 974 CHF | 192 219 CHF | 99,83% | 99,83% |
11/11/2024 | 0,15% | 12,26 CHF | 12,27 CHF | 37 000 | 37 000 | 17 033 | 17 033 | 203 885 CHF | 204 147 CHF | 98,86% | 98,86% |
08/11/2024 | 0,17% | 11,24 CHF | 11,25 CHF | 40 000 | 40 000 | 17 571 | 17 571 | 191 470 CHF | 191 738 CHF | 98,80% | 98,80% |
07/11/2024 | 0,17% | 10,61 CHF | 10,62 CHF | 40 000 | 40 000 | 18 676 | 18 676 | 197 703 CHF | 197 982 CHF | 97,46% | 97,46% |