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% | 11,72 CHF | 11,74 CHF | 36 000 | 36 000 | 15 677 | 15 677 | 190 579 CHF | 191 021 CHF | 98,59% | 98,59% |
19/11/2024 | 0,29% | 11,88 CHF | 11,90 CHF | 36 000 | 36 000 | 15 664 | 15 664 | 186 455 CHF | 186 899 CHF | 99,89% | 99,89% |
18/11/2024 | 0,29% | 11,65 CHF | 11,67 CHF | 36 000 | 36 000 | 16 826 | 16 826 | 187 507 CHF | 187 958 CHF | 89,22% | 89,22% |
15/11/2024 | 0,25% | 10,54 CHF | 10,56 CHF | 39 000 | 39 000 | 17 809 | 17 809 | 182 804 CHF | 183 214 CHF | 99,72% | 99,72% |
14/11/2024 | 0,24% | 10,02 CHF | 10,04 CHF | 40 000 | 40 000 | 17 923 | 17 923 | 188 244 CHF | 188 657 CHF | 96,90% | 96,90% |
13/11/2024 | 0,32% | 11,79 CHF | 11,80 CHF | 36 000 | 36 000 | 16 767 | 16 767 | 195 713 CHF | 196 161 CHF | 89,75% | 89,75% |
12/11/2024 | 0,25% | 11,24 CHF | 11,25 CHF | 37 000 | 37 000 | 18 948 | 18 948 | 224 642 CHF | 225 036 CHF | 67,89% | 67,89% |
11/11/2024 | 0,19% | 11,81 CHF | 11,82 CHF | 36 000 | 36 000 | 17 711 | 17 711 | 202 884 CHF | 203 179 CHF | 82,86% | 82,86% |
08/11/2024 | 0,20% | 9,41 CHF | 9,42 CHF | 42 000 | 42 000 | 19 554 | 19 554 | 178 766 CHF | 179 064 CHF | 99,04% | 99,04% |
07/11/2024 | 0,21% | 8,81 CHF | 8,82 CHF | 44 000 | 44 000 | 20 944 | 20 944 | 178 555 CHF | 178 874 CHF | 98,18% | 98,18% |