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% | 11,82 CHF | 11,84 CHF | 36 000 | 36 000 | 15 677 | 15 677 | 192 152 CHF | 192 594 CHF | 98,61% | 98,61% |
19/11/2024 | 0,29% | 11,98 CHF | 12,00 CHF | 36 000 | 36 000 | 15 666 | 15 666 | 188 035 CHF | 188 479 CHF | 99,89% | 99,89% |
18/11/2024 | 0,28% | 11,75 CHF | 11,77 CHF | 36 000 | 36 000 | 16 835 | 16 835 | 189 302 CHF | 189 753 CHF | 89,26% | 89,26% |
15/11/2024 | 0,25% | 10,64 CHF | 10,66 CHF | 39 000 | 39 000 | 17 809 | 17 809 | 184 597 CHF | 185 007 CHF | 99,72% | 99,72% |
14/11/2024 | 0,24% | 10,12 CHF | 10,14 CHF | 40 000 | 40 000 | 17 921 | 17 921 | 190 019 CHF | 190 431 CHF | 96,91% | 96,91% |
13/11/2024 | 0,32% | 11,89 CHF | 11,90 CHF | 36 000 | 36 000 | 16 807 | 16 807 | 197 828 CHF | 198 276 CHF | 89,21% | 89,21% |
12/11/2024 | 0,24% | 11,34 CHF | 11,35 CHF | 37 000 | 37 000 | 18 904 | 18 904 | 225 907 CHF | 226 301 CHF | 69,07% | 69,07% |
11/11/2024 | 0,18% | 11,91 CHF | 11,92 CHF | 36 000 | 36 000 | 17 785 | 17 785 | 205 494 CHF | 205 789 CHF | 82,90% | 82,90% |
08/11/2024 | 0,20% | 9,51 CHF | 9,52 CHF | 42 000 | 42 000 | 19 554 | 19 554 | 180 699 CHF | 180 997 CHF | 99,04% | 99,04% |
07/11/2024 | 0,21% | 8,91 CHF | 8,92 CHF | 44 000 | 44 000 | 20 969 | 20 969 | 180 863 CHF | 181 182 CHF | 97,09% | 97,09% |