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% | 11,70 CHF | 11,76 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 173 217 CHF | 174 117 CHF | 99,45% | 99,45% |
19/11/2024 | 0,51% | 11,39 CHF | 11,45 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 176 354 CHF | 177 254 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 12,02 CHF | 12,08 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 186 599 CHF | 187 499 CHF | 99,29% | 99,29% |
15/11/2024 | 0,47% | 12,78 CHF | 12,84 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 192 353 CHF | 193 253 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 13,34 CHF | 13,40 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 200 510 CHF | 201 410 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 13,06 CHF | 13,12 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 194 071 CHF | 194 971 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 12,98 CHF | 13,04 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 190 284 CHF | 191 184 CHF | 99,80% | 99,80% |
11/11/2024 | 0,49% | 12,27 CHF | 12,33 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 182 418 CHF | 183 318 CHF | 99,77% | 99,77% |
08/11/2024 | 0,51% | 12,03 CHF | 12,09 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 176 827 CHF | 177 727 CHF | 99,16% | 99,16% |
07/11/2024 | 0,53% | 11,29 CHF | 11,35 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 169 855 CHF | 170 755 CHF | 99,96% | 99,96% |