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% | 11,52 CHF | 11,54 CHF | 36 000 | 36 000 | 15 689 | 15 689 | 187 580 CHF | 188 022 CHF | 99,09% | 99,09% |
19/11/2024 | 0,30% | 11,68 CHF | 11,70 CHF | 36 000 | 36 000 | 15 665 | 15 665 | 183 318 CHF | 183 762 CHF | 99,89% | 99,89% |
18/11/2024 | 0,29% | 11,45 CHF | 11,47 CHF | 36 000 | 36 000 | 16 591 | 16 591 | 181 949 CHF | 182 396 CHF | 98,53% | 98,53% |
15/11/2024 | 0,26% | 10,34 CHF | 10,36 CHF | 39 000 | 39 000 | 17 809 | 17 809 | 179 229 CHF | 179 639 CHF | 99,72% | 99,72% |
14/11/2024 | 0,25% | 9,82 CHF | 9,84 CHF | 40 000 | 40 000 | 17 858 | 17 858 | 183 990 CHF | 184 402 CHF | 97,78% | 97,78% |
13/11/2024 | 0,32% | 11,59 CHF | 11,60 CHF | 36 000 | 36 000 | 16 776 | 16 776 | 192 473 CHF | 192 921 CHF | 89,65% | 89,65% |
12/11/2024 | 0,25% | 11,04 CHF | 11,05 CHF | 37 000 | 37 000 | 18 960 | 18 960 | 221 021 CHF | 221 416 CHF | 67,78% | 67,78% |
11/11/2024 | 0,19% | 11,61 CHF | 11,62 CHF | 36 000 | 36 000 | 17 730 | 17 730 | 199 597 CHF | 199 892 CHF | 82,31% | 82,31% |
08/11/2024 | 0,21% | 9,21 CHF | 9,22 CHF | 42 000 | 42 000 | 19 554 | 19 554 | 174 900 CHF | 175 198 CHF | 99,04% | 99,04% |
07/11/2024 | 0,22% | 8,62 CHF | 8,63 CHF | 44 000 | 44 000 | 21 029 | 21 029 | 175 139 CHF | 175 459 CHF | 97,27% | 97,27% |