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% | 12,20 CHF | 12,21 CHF | 38 000 | 38 000 | 15 886 | 15 886 | 196 380 CHF | 196 658 CHF | 99,74% | 99,74% |
19/11/2024 | 0,18% | 12,20 CHF | 12,21 CHF | 38 000 | 38 000 | 15 840 | 15 840 | 191 356 CHF | 191 625 CHF | 99,66% | 99,66% |
18/11/2024 | 0,18% | 12,50 CHF | 12,51 CHF | 37 000 | 37 000 | 13 776 | 13 776 | 175 149 CHF | 175 380 CHF | 97,39% | 97,39% |
15/11/2024 | 0,19% | 12,99 CHF | 13,00 CHF | 36 000 | 36 000 | 16 706 | 16 706 | 208 507 CHF | 208 815 CHF | 97,16% | 97,16% |
14/11/2024 | 0,19% | 11,73 CHF | 11,74 CHF | 39 000 | 39 000 | 16 306 | 16 306 | 198 105 CHF | 198 400 CHF | 99,89% | 99,89% |
13/11/2024 | 0,24% | 12,61 CHF | 12,62 CHF | 36 000 | 36 000 | 10 090 | 10 090 | 124 296 CHF | 124 520 CHF | 99,70% | 99,70% |
12/11/2024 | 0,15% | 11,72 CHF | 11,73 CHF | 39 000 | 39 000 | 16 412 | 16 412 | 192 780 CHF | 193 025 CHF | 99,83% | 99,83% |
11/11/2024 | 0,15% | 12,31 CHF | 12,32 CHF | 37 000 | 37 000 | 17 041 | 17 041 | 204 847 CHF | 205 108 CHF | 98,90% | 98,90% |
08/11/2024 | 0,17% | 11,30 CHF | 11,31 CHF | 40 000 | 40 000 | 17 571 | 17 571 | 192 393 CHF | 192 661 CHF | 98,80% | 98,80% |
07/11/2024 | 0,17% | 10,66 CHF | 10,67 CHF | 40 000 | 40 000 | 18 671 | 18 671 | 198 592 CHF | 198 871 CHF | 97,48% | 97,48% |