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 | 0,29% | 11,23 CHF | 11,25 CHF | 36 000 | 36 000 | 15 662 | 15 662 | 182 634 CHF | 183 076 CHF | 99,45% | 99,45% |
19/11/2024 | 0,31% | 11,38 CHF | 11,40 CHF | 36 000 | 36 000 | 15 688 | 15 688 | 178 974 CHF | 179 418 CHF | 99,53% | 99,53% |
18/11/2024 | 0,30% | 11,15 CHF | 11,17 CHF | 36 000 | 36 000 | 16 599 | 16 599 | 177 131 CHF | 177 578 CHF | 98,40% | 98,40% |
15/11/2024 | 0,26% | 10,04 CHF | 10,06 CHF | 39 000 | 39 000 | 17 809 | 17 809 | 173 951 CHF | 174 361 CHF | 99,72% | 99,72% |
14/11/2024 | 0,25% | 9,52 CHF | 9,54 CHF | 40 000 | 40 000 | 17 972 | 17 972 | 179 805 CHF | 180 218 CHF | 96,49% | 96,49% |
13/11/2024 | 0,33% | 11,30 CHF | 11,31 CHF | 36 000 | 36 000 | 16 585 | 16 585 | 185 181 CHF | 185 629 CHF | 88,82% | 88,82% |
12/11/2024 | 0,26% | 10,75 CHF | 10,76 CHF | 37 000 | 37 000 | 18 739 | 18 739 | 212 964 CHF | 213 358 CHF | 69,60% | 69,60% |
11/11/2024 | 0,19% | 11,32 CHF | 11,33 CHF | 36 000 | 36 000 | 17 784 | 17 784 | 194 978 CHF | 195 274 CHF | 82,70% | 82,70% |
08/11/2024 | 0,21% | 8,92 CHF | 8,93 CHF | 42 000 | 42 000 | 19 554 | 19 554 | 169 222 CHF | 169 520 CHF | 99,04% | 99,04% |
07/11/2024 | 0,23% | 8,33 CHF | 8,34 CHF | 44 000 | 44 000 | 20 952 | 20 952 | 168 384 CHF | 168 703 CHF | 98,10% | 98,10% |