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 | 0,56% | 10,85 CHF | 10,91 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 160 397 CHF | 161 297 CHF | 99,42% | 99,42% |
19/11/2024 | 0,55% | 10,54 CHF | 10,60 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 163 565 CHF | 164 465 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 11,16 CHF | 11,22 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 173 749 CHF | 174 649 CHF | 99,26% | 99,26% |
15/11/2024 | 0,50% | 11,93 CHF | 11,99 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 179 489 CHF | 180 389 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 12,49 CHF | 12,55 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 187 630 CHF | 188 530 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 12,21 CHF | 12,27 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 181 287 CHF | 182 187 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 12,12 CHF | 12,18 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 177 508 CHF | 178 408 CHF | 99,79% | 99,79% |
11/11/2024 | 0,53% | 11,42 CHF | 11,48 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 169 678 CHF | 170 578 CHF | 99,74% | 99,74% |
08/11/2024 | 0,55% | 11,19 CHF | 11,25 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 164 192 CHF | 165 092 CHF | 99,15% | 99,15% |
07/11/2024 | 0,57% | 10,44 CHF | 10,50 CHF | 15 000 | 15 000 | 14 996 | 14 996 | 157 209 CHF | 158 109 CHF | 100,00% | 100,00% |