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 | 0,09% | 11,29 CHF | 11,30 CHF | 42 500 | 42 500 | 42 407 | 42 407 | 490 245 CHF | 490 670 CHF | 100,00% | 100,00% |
19/11/2024 | 0,09% | 11,36 CHF | 11,37 CHF | 42 500 | 42 500 | 42 407 | 42 407 | 475 483 CHF | 475 908 CHF | 100,00% | 100,00% |
18/11/2024 | 0,09% | 11,47 CHF | 11,48 CHF | 42 500 | 42 500 | 42 404 | 42 404 | 478 755 CHF | 479 179 CHF | 98,91% | 98,91% |
15/11/2024 | 0,09% | 11,27 CHF | 11,28 CHF | 42 500 | 42 500 | 42 405 | 42 405 | 491 860 CHF | 492 284 CHF | 99,93% | 99,93% |
14/11/2024 | 0,08% | 12,11 CHF | 12,12 CHF | 42 500 | 42 500 | 42 405 | 42 405 | 516 883 CHF | 517 307 CHF | 100,00% | 100,00% |
13/11/2024 | 0,08% | 12,08 CHF | 12,09 CHF | 42 500 | 42 500 | 42 405 | 42 405 | 511 926 CHF | 512 350 CHF | 100,00% | 100,00% |
12/11/2024 | 0,08% | 12,09 CHF | 12,10 CHF | 42 500 | 42 500 | 42 404 | 42 404 | 515 533 CHF | 515 957 CHF | 100,00% | 100,00% |
11/11/2024 | 0,08% | 12,17 CHF | 12,18 CHF | 42 500 | 42 500 | 42 406 | 42 406 | 518 977 CHF | 519 401 CHF | 100,00% | 100,00% |
08/11/2024 | 0,08% | 12,04 CHF | 12,05 CHF | 42 500 | 42 500 | 42 406 | 42 406 | 507 569 CHF | 507 993 CHF | 100,00% | 100,00% |
07/11/2024 | 0,09% | 11,92 CHF | 11,93 CHF | 42 500 | 42 500 | 42 406 | 42 406 | 496 292 CHF | 496 717 CHF | 99,67% | 99,67% |