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 | 0,42% | 12,10 CHF | 12,15 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 119 358 CHF | 119 853 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 11,90 CHF | 11,95 CHF | 10 000 | 10 000 | 9 904 | 9 904 | 117 869 CHF | 118 364 CHF | 98,71% | 98,71% |
18/11/2024 | 0,44% | 11,55 CHF | 11,60 CHF | 10 000 | 10 000 | 9 905 | 9 905 | 113 097 CHF | 113 593 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 11,45 CHF | 11,50 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 115 818 CHF | 116 318 CHF | 71,68% | 71,68% |
14/11/2024 | 0,42% | 11,75 CHF | 11,80 CHF | 10 000 | 10 000 | 9 905 | 9 905 | 118 395 CHF | 118 891 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 12,20 CHF | 12,25 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 121 795 CHF | 122 291 CHF | 99,81% | 99,81% |
12/11/2024 | 0,41% | 12,45 CHF | 12,50 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 122 081 CHF | 122 576 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 11,80 CHF | 11,85 CHF | 10 000 | 10 000 | 9 837 | 9 837 | 116 482 CHF | 116 974 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 12,05 CHF | 12,10 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 116 235 CHF | 116 731 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 10,55 CHF | 10,60 CHF | 10 000 | 10 000 | 9 907 | 9 907 | 105 142 CHF | 105 638 CHF | 100,00% | 100,00% |