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% | 11,96 CHF | 11,97 CHF | 38 000 | 38 000 | 15 920 | 15 920 | 192 973 CHF | 193 251 CHF | 99,90% | 99,90% |
19/11/2024 | 0,18% | 11,96 CHF | 11,97 CHF | 38 000 | 38 000 | 15 894 | 15 894 | 188 183 CHF | 188 452 CHF | 99,96% | 99,96% |
18/11/2024 | 0,18% | 12,25 CHF | 12,26 CHF | 37 000 | 37 000 | 13 854 | 13 854 | 172 696 CHF | 172 928 CHF | 98,05% | 98,05% |
15/11/2024 | 0,20% | 12,75 CHF | 12,76 CHF | 36 000 | 36 000 | 16 557 | 16 557 | 202 566 CHF | 202 873 CHF | 99,36% | 99,36% |
14/11/2024 | 0,19% | 11,49 CHF | 11,50 CHF | 39 000 | 39 000 | 16 304 | 16 304 | 194 143 CHF | 194 439 CHF | 100,00% | 100,00% |
13/11/2024 | 0,24% | 12,36 CHF | 12,37 CHF | 36 000 | 36 000 | 10 116 | 10 116 | 122 182 CHF | 122 407 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 11,47 CHF | 11,48 CHF | 39 000 | 39 000 | 16 434 | 16 434 | 189 091 CHF | 189 336 CHF | 99,92% | 99,92% |
11/11/2024 | 0,15% | 12,07 CHF | 12,08 CHF | 37 000 | 37 000 | 17 082 | 17 082 | 201 228 CHF | 201 490 CHF | 99,09% | 99,09% |
08/11/2024 | 0,17% | 11,06 CHF | 11,07 CHF | 40 000 | 40 000 | 17 659 | 17 659 | 189 137 CHF | 189 405 CHF | 99,18% | 99,18% |
07/11/2024 | 0,17% | 10,42 CHF | 10,43 CHF | 40 000 | 40 000 | 18 582 | 18 582 | 193 237 CHF | 193 515 CHF | 99,04% | 99,04% |