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 | 0,45% | 11,35 CHF | 11,40 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 111 811 CHF | 112 307 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 11,15 CHF | 11,20 CHF | 10 000 | 10 000 | 9 904 | 9 904 | 110 350 CHF | 110 846 CHF | 98,71% | 98,71% |
18/11/2024 | 0,47% | 10,75 CHF | 10,80 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 105 540 CHF | 106 036 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 10,70 CHF | 10,75 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 108 187 CHF | 108 687 CHF | 71,57% | 71,57% |
14/11/2024 | 0,45% | 11,00 CHF | 11,05 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 110 855 CHF | 111 350 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 11,45 CHF | 11,50 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 114 216 CHF | 114 712 CHF | 99,81% | 99,81% |
12/11/2024 | 0,44% | 11,70 CHF | 11,75 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 114 538 CHF | 115 034 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 11,05 CHF | 11,10 CHF | 10 000 | 10 000 | 9 831 | 9 831 | 108 872 CHF | 109 364 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 11,30 CHF | 11,35 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 108 646 CHF | 109 142 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 9,80 CHF | 9,81 CHF | 10 000 | 10 000 | 9 907 | 9 907 | 97 747 CHF | 97 904 CHF | 100,00% | 100,00% |