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% | 11,62 CHF | 11,64 CHF | 36 000 | 36 000 | 15 701 | 15 701 | 189 294 CHF | 189 736 CHF | 98,22% | 98,22% |
19/11/2024 | 0,30% | 11,78 CHF | 11,80 CHF | 36 000 | 36 000 | 15 664 | 15 664 | 184 883 CHF | 185 327 CHF | 99,89% | 99,89% |
18/11/2024 | 0,29% | 11,55 CHF | 11,57 CHF | 36 000 | 36 000 | 16 808 | 16 808 | 185 621 CHF | 186 072 CHF | 89,48% | 89,48% |
15/11/2024 | 0,25% | 10,44 CHF | 10,46 CHF | 39 000 | 39 000 | 17 808 | 17 808 | 181 007 CHF | 181 417 CHF | 99,72% | 99,72% |
14/11/2024 | 0,24% | 9,92 CHF | 9,94 CHF | 40 000 | 40 000 | 17 877 | 17 877 | 185 977 CHF | 186 389 CHF | 97,48% | 97,48% |
13/11/2024 | 0,32% | 11,69 CHF | 11,70 CHF | 36 000 | 36 000 | 16 780 | 16 780 | 194 187 CHF | 194 635 CHF | 89,57% | 89,57% |
12/11/2024 | 0,25% | 11,14 CHF | 11,15 CHF | 37 000 | 37 000 | 18 866 | 18 866 | 221 796 CHF | 222 191 CHF | 68,32% | 68,32% |
11/11/2024 | 0,19% | 11,71 CHF | 11,72 CHF | 36 000 | 36 000 | 17 710 | 17 710 | 201 145 CHF | 201 440 CHF | 82,50% | 82,50% |
08/11/2024 | 0,20% | 9,31 CHF | 9,32 CHF | 42 000 | 42 000 | 19 554 | 19 554 | 176 837 CHF | 177 135 CHF | 99,04% | 99,04% |
07/11/2024 | 0,22% | 8,72 CHF | 8,73 CHF | 44 000 | 44 000 | 20 945 | 20 945 | 176 493 CHF | 176 812 CHF | 98,17% | 98,17% |