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 | 0,08% | 12,51 CHF | 12,52 CHF | 40 000 | 40 000 | 39 913 | 39 913 | 510 496 CHF | 510 896 CHF | 100,00% | 100,00% |
19/11/2024 | 0,08% | 12,58 CHF | 12,59 CHF | 40 000 | 40 000 | 39 910 | 39 910 | 496 167 CHF | 496 567 CHF | 100,00% | 100,00% |
18/11/2024 | 0,08% | 12,69 CHF | 12,70 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 499 642 CHF | 500 041 CHF | 98,92% | 98,92% |
15/11/2024 | 0,08% | 12,50 CHF | 12,51 CHF | 40 000 | 40 000 | 39 912 | 39 912 | 512 326 CHF | 512 726 CHF | 99,93% | 99,93% |
14/11/2024 | 0,08% | 13,36 CHF | 13,37 CHF | 40 000 | 40 000 | 39 912 | 39 912 | 536 321 CHF | 536 720 CHF | 100,00% | 100,00% |
13/11/2024 | 0,08% | 13,32 CHF | 13,33 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 531 138 CHF | 531 537 CHF | 100,00% | 100,00% |
12/11/2024 | 0,08% | 13,33 CHF | 13,34 CHF | 40 000 | 40 000 | 39 912 | 39 912 | 534 560 CHF | 534 959 CHF | 100,00% | 100,00% |
11/11/2024 | 0,07% | 13,41 CHF | 13,42 CHF | 40 000 | 40 000 | 39 912 | 39 912 | 537 888 CHF | 538 287 CHF | 100,00% | 100,00% |
08/11/2024 | 0,08% | 13,27 CHF | 13,28 CHF | 40 000 | 40 000 | 39 912 | 39 912 | 526 665 CHF | 527 065 CHF | 100,00% | 100,00% |
07/11/2024 | 0,08% | 13,14 CHF | 13,15 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 515 712 CHF | 516 112 CHF | 99,67% | 99,67% |