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 | 0,52% | 11,59 CHF | 11,65 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 171 456 CHF | 172 356 CHF | 99,44% | 99,44% |
19/11/2024 | 0,51% | 11,27 CHF | 11,33 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 174 592 CHF | 175 492 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 11,90 CHF | 11,96 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 184 836 CHF | 185 736 CHF | 99,27% | 99,27% |
15/11/2024 | 0,47% | 12,67 CHF | 12,73 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 190 588 CHF | 191 488 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 13,23 CHF | 13,29 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 198 740 CHF | 199 640 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 12,94 CHF | 13,00 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 192 320 CHF | 193 220 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 12,86 CHF | 12,92 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 188 526 CHF | 189 426 CHF | 99,80% | 99,80% |
11/11/2024 | 0,50% | 12,15 CHF | 12,21 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 180 670 CHF | 181 570 CHF | 99,75% | 99,75% |
08/11/2024 | 0,51% | 11,92 CHF | 11,98 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 175 092 CHF | 175 992 CHF | 99,15% | 99,15% |
07/11/2024 | 0,53% | 11,17 CHF | 11,23 CHF | 15 000 | 15 000 | 14 996 | 14 996 | 168 141 CHF | 169 041 CHF | 99,96% | 99,96% |