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 | 0,19% | 11,88 CHF | 11,89 CHF | 38 000 | 38 000 | 15 890 | 15 890 | 191 296 CHF | 191 574 CHF | 99,76% | 99,76% |
19/11/2024 | 0,19% | 11,88 CHF | 11,89 CHF | 38 000 | 38 000 | 15 836 | 15 836 | 186 163 CHF | 186 432 CHF | 99,64% | 99,64% |
18/11/2024 | 0,18% | 12,17 CHF | 12,18 CHF | 37 000 | 37 000 | 13 802 | 13 802 | 170 967 CHF | 171 199 CHF | 97,45% | 97,45% |
15/11/2024 | 0,20% | 12,66 CHF | 12,67 CHF | 36 000 | 36 000 | 16 704 | 16 704 | 203 124 CHF | 203 432 CHF | 96,17% | 96,17% |
14/11/2024 | 0,19% | 11,40 CHF | 11,41 CHF | 39 000 | 39 000 | 16 322 | 16 322 | 192 963 CHF | 193 259 CHF | 99,72% | 99,72% |
13/11/2024 | 0,24% | 12,28 CHF | 12,29 CHF | 36 000 | 36 000 | 10 091 | 10 091 | 121 029 CHF | 121 253 CHF | 99,71% | 99,71% |
12/11/2024 | 0,16% | 11,39 CHF | 11,40 CHF | 39 000 | 39 000 | 16 419 | 16 419 | 187 545 CHF | 187 790 CHF | 99,85% | 99,85% |
11/11/2024 | 0,16% | 11,99 CHF | 12,00 CHF | 37 000 | 37 000 | 17 033 | 17 033 | 199 278 CHF | 199 540 CHF | 98,86% | 98,86% |
08/11/2024 | 0,18% | 10,97 CHF | 10,98 CHF | 40 000 | 40 000 | 17 571 | 17 571 | 186 754 CHF | 187 021 CHF | 98,80% | 98,80% |
07/11/2024 | 0,17% | 10,34 CHF | 10,35 CHF | 40 000 | 40 000 | 18 700 | 18 700 | 192 930 CHF | 193 209 CHF | 97,03% | 97,03% |