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 | 0,30% | 12,20 CHF | 12,22 CHF | 10 000 | 10 000 | 10 000 | 5 804 | 121 556 CHF | 70 849 CHF | 99,18% | 99,18% |
20/11/2024 | 0,33% | 10,86 CHF | 10,88 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 110 088 CHF | 63 959 CHF | 99,68% | 99,68% |
19/11/2024 | 0,34% | 10,64 CHF | 10,66 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 106 195 CHF | 61 739 CHF | 99,09% | 99,09% |
18/11/2024 | 0,33% | 10,86 CHF | 10,88 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 111 451 CHF | 64 593 CHF | 99,62% | 99,62% |
15/11/2024 | 0,32% | 11,14 CHF | 11,16 CHF | 10 000 | 10 000 | 10 000 | 5 800 | 113 111 CHF | 65 631 CHF | 99,67% | 99,67% |
14/11/2024 | 0,29% | 11,88 CHF | 11,90 CHF | 10 000 | 10 000 | 10 000 | 5 800 | 124 544 CHF | 71 766 CHF | 99,69% | 99,69% |
13/11/2024 | 0,29% | 12,86 CHF | 12,88 CHF | 10 000 | 10 000 | 10 000 | 5 880 | 124 651 CHF | 73 822 CHF | 97,28% | 97,28% |
12/11/2024 | 0,29% | 12,76 CHF | 12,78 CHF | 10 000 | 10 000 | 10 000 | 5 838 | 123 585 CHF | 72 796 CHF | 95,15% | 95,15% |
11/11/2024 | 0,33% | 12,28 CHF | 12,30 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 112 070 CHF | 66 267 CHF | 99,66% | 99,66% |
08/11/2024 | 0,36% | 10,16 CHF | 10,18 CHF | 10 000 | 10 000 | 10 000 | 5 810 | 96 422 CHF | 56 477 CHF | 99,69% | 99,69% |