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% | 11,17 CHF | 11,24 CHF | 12 100 | 12 100 | 11 302 | 11 302 | 131 174 CHF | 131 965 CHF | 100,00% | 100,00% |
19/11/2024 | 0,64% | 11,16 CHF | 11,23 CHF | 12 100 | 12 100 | 12 100 | 12 100 | 131 497 CHF | 132 344 CHF | 99,84% | 99,84% |
18/11/2024 | 0,62% | 11,06 CHF | 11,13 CHF | 11 700 | 11 700 | 11 532 | 11 532 | 129 328 CHF | 130 135 CHF | 100,00% | 100,00% |
15/11/2024 | 0,60% | 11,43 CHF | 11,50 CHF | 11 200 | 11 200 | 11 433 | 11 433 | 132 386 CHF | 133 186 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 11,26 CHF | 11,33 CHF | 11 600 | 11 600 | 11 511 | 11 511 | 130 498 CHF | 131 304 CHF | 100,00% | 100,00% |
13/11/2024 | 0,62% | 11,77 CHF | 11,84 CHF | 11 100 | 11 100 | 11 748 | 11 748 | 132 099 CHF | 132 921 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 11,32 CHF | 11,39 CHF | 11 300 | 11 300 | 10 598 | 10 598 | 122 713 CHF | 123 456 CHF | 99,86% | 99,86% |
11/11/2024 | 0,56% | 12,13 CHF | 12,20 CHF | 10 800 | 10 800 | 10 800 | 10 800 | 133 634 CHF | 134 390 CHF | 100,00% | 100,00% |
08/11/2024 | 0,59% | 11,76 CHF | 11,83 CHF | 11 000 | 11 000 | 11 000 | 11 000 | 129 825 CHF | 130 595 CHF | 98,88% | 98,88% |
07/11/2024 | 0,60% | 11,35 CHF | 11,42 CHF | 12 000 | 12 000 | 11 414 | 11 414 | 132 136 CHF | 132 935 CHF | 100,00% | 100,00% |