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 | 0,60% | 11 520,00 CHF | 11 590,00 CHF | 300 | 300 | 300 | 300 | 3 469 370 CHF | 3 490 390 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 11 510,00 CHF | 11 580,00 CHF | 300 | 300 | 300 | 300 | 3 453 850 CHF | 3 474 900 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 11 610,00 CHF | 11 680,00 CHF | 300 | 300 | 300 | 300 | 3 475 850 CHF | 3 496 970 CHF | 99,93% | 99,93% |
15/11/2024 | 0,68% | 11 590,00 CHF | 11 660,00 CHF | 300 | 300 | 300 | 300 | 3 488 160 CHF | 3 511 850 CHF | 99,38% | 99,38% |
14/11/2024 | 0,68% | 11 740,00 CHF | 11 820,00 CHF | 300 | 300 | 300 | 300 | 3 500 380 CHF | 3 524 360 CHF | 100,00% | 100,00% |
13/11/2024 | 0,68% | 11 640,00 CHF | 11 720,00 CHF | 300 | 300 | 300 | 300 | 3 490 290 CHF | 3 514 130 CHF | 99,89% | 99,89% |
12/11/2024 | 0,68% | 11 650,00 CHF | 11 730,00 CHF | 300 | 300 | 300 | 300 | 3 520 780 CHF | 3 544 780 CHF | 100,00% | 100,00% |
11/11/2024 | 0,67% | 11 830,00 CHF | 11 910,00 CHF | 300 | 300 | 300 | 300 | 3 552 760 CHF | 3 576 760 CHF | 100,00% | 100,00% |
08/11/2024 | 0,68% | 11 750,00 CHF | 11 830,00 CHF | 300 | 300 | 300 | 300 | 3 530 030 CHF | 3 554 030 CHF | 100,00% | 100,00% |
07/11/2024 | 0,67% | 11 850,00 CHF | 11 930,00 CHF | 300 | 300 | 300 | 300 | 3 557 630 CHF | 3 581 630 CHF | 99,24% | 99,24% |