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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,26% | 14,02 CHF | 14,04 CHF | 10 000 | 10 000 | 10 000 | 5 806 | 139 656 CHF | 81 388 CHF | 99,07% | 99,07% |
20/11/2024 | 0,28% | 12,66 CHF | 12,68 CHF | 10 000 | 10 000 | 10 000 | 5 803 | 128 066 CHF | 74 420 CHF | 99,57% | 99,57% |
19/11/2024 | 0,29% | 12,44 CHF | 12,46 CHF | 10 000 | 10 000 | 10 000 | 5 808 | 124 119 CHF | 72 178 CHF | 98,97% | 98,97% |
18/11/2024 | 0,28% | 12,64 CHF | 12,66 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 129 454 CHF | 75 084 CHF | 99,45% | 99,45% |
15/11/2024 | 0,28% | 12,94 CHF | 12,96 CHF | 10 000 | 10 000 | 10 000 | 5 803 | 131 131 CHF | 76 118 CHF | 99,56% | 99,56% |
14/11/2024 | 0,25% | 13,68 CHF | 13,70 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 142 578 CHF | 82 260 CHF | 99,57% | 99,57% |
13/11/2024 | 0,25% | 14,66 CHF | 14,68 CHF | 10 000 | 10 000 | 10 000 | 5 875 | 142 552 CHF | 84 284 CHF | 97,41% | 97,41% |
12/11/2024 | 0,26% | 14,54 CHF | 14,56 CHF | 10 000 | 10 000 | 10 000 | 5 845 | 141 467 CHF | 83 328 CHF | 94,75% | 94,75% |
11/11/2024 | 0,28% | 14,06 CHF | 14,08 CHF | 10 000 | 10 000 | 10 000 | 5 804 | 129 897 CHF | 76 656 CHF | 99,51% | 99,51% |
08/11/2024 | 0,32% | 11,94 CHF | 11,96 CHF | 10 000 | 10 000 | 10 000 | 5 811 | 114 086 CHF | 66 768 CHF | 99,62% | 99,62% |