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 | 0,28% | 11,42 CHF | 11,44 CHF | 36 000 | 36 000 | 15 688 | 15 688 | 186 004 CHF | 186 446 CHF | 99,09% | 99,09% |
19/11/2024 | 0,30% | 11,58 CHF | 11,60 CHF | 36 000 | 36 000 | 15 665 | 15 665 | 181 760 CHF | 182 204 CHF | 99,89% | 99,89% |
18/11/2024 | 0,30% | 11,35 CHF | 11,37 CHF | 36 000 | 36 000 | 16 595 | 16 595 | 180 337 CHF | 180 784 CHF | 98,48% | 98,48% |
15/11/2024 | 0,26% | 10,24 CHF | 10,26 CHF | 39 000 | 39 000 | 17 809 | 17 809 | 177 436 CHF | 177 846 CHF | 99,72% | 99,72% |
14/11/2024 | 0,25% | 9,72 CHF | 9,74 CHF | 40 000 | 40 000 | 17 868 | 17 868 | 182 310 CHF | 182 722 CHF | 97,58% | 97,58% |
13/11/2024 | 0,33% | 11,49 CHF | 11,50 CHF | 36 000 | 36 000 | 16 725 | 16 725 | 190 152 CHF | 190 601 CHF | 89,37% | 89,37% |
12/11/2024 | 0,25% | 10,94 CHF | 10,95 CHF | 37 000 | 37 000 | 19 012 | 19 012 | 219 751 CHF | 220 144 CHF | 66,93% | 66,93% |
11/11/2024 | 0,19% | 11,51 CHF | 11,52 CHF | 36 000 | 36 000 | 17 567 | 17 567 | 196 040 CHF | 196 335 CHF | 84,55% | 84,55% |
08/11/2024 | 0,21% | 9,11 CHF | 9,12 CHF | 42 000 | 42 000 | 19 555 | 19 555 | 172 981 CHF | 173 279 CHF | 99,04% | 99,04% |
07/11/2024 | 0,22% | 8,52 CHF | 8,53 CHF | 44 000 | 44 000 | 20 903 | 20 903 | 172 010 CHF | 172 329 CHF | 98,66% | 98,66% |