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% | 11,12 CHF | 11,14 CHF | 36 000 | 36 000 | 15 663 | 15 663 | 180 983 CHF | 181 425 CHF | 99,46% | 99,46% |
19/11/2024 | 0,31% | 11,28 CHF | 11,30 CHF | 36 000 | 36 000 | 15 665 | 15 665 | 177 046 CHF | 177 490 CHF | 99,89% | 99,89% |
18/11/2024 | 0,30% | 11,05 CHF | 11,07 CHF | 36 000 | 36 000 | 16 528 | 16 528 | 174 654 CHF | 175 100 CHF | 99,47% | 99,47% |
15/11/2024 | 0,27% | 9,93 CHF | 9,95 CHF | 39 000 | 39 000 | 17 809 | 17 809 | 172 045 CHF | 172 454 CHF | 99,72% | 99,72% |
14/11/2024 | 0,26% | 9,42 CHF | 9,44 CHF | 40 000 | 40 000 | 17 901 | 17 901 | 177 213 CHF | 177 626 CHF | 97,34% | 97,34% |
13/11/2024 | 0,34% | 11,19 CHF | 11,20 CHF | 36 000 | 36 000 | 16 823 | 16 823 | 186 202 CHF | 186 650 CHF | 88,65% | 88,65% |
12/11/2024 | 0,26% | 10,64 CHF | 10,65 CHF | 37 000 | 37 000 | 18 784 | 18 784 | 211 527 CHF | 211 922 CHF | 68,48% | 68,48% |
11/11/2024 | 0,20% | 11,21 CHF | 11,22 CHF | 36 000 | 36 000 | 16 763 | 16 763 | 182 218 CHF | 182 510 CHF | 86,27% | 86,27% |
08/11/2024 | 0,22% | 8,81 CHF | 8,82 CHF | 42 000 | 42 000 | 19 554 | 19 554 | 167 178 CHF | 167 476 CHF | 99,04% | 99,04% |
07/11/2024 | 0,23% | 8,22 CHF | 8,23 CHF | 44 000 | 44 000 | 20 899 | 20 899 | 165 777 CHF | 166 096 CHF | 97,87% | 97,87% |