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 | 0,31% | 11,66 CHF | 11,68 CHF | 10 000 | 10 000 | 10 000 | 5 806 | 116 148 CHF | 67 724 CHF | 99,08% | 99,08% |
20/11/2024 | 0,35% | 10,32 CHF | 10,34 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 104 721 CHF | 60 862 CHF | 99,61% | 99,61% |
19/11/2024 | 0,36% | 10,12 CHF | 10,14 CHF | 10 000 | 10 000 | 10 000 | 5 807 | 100 849 CHF | 58 652 CHF | 99,01% | 99,01% |
18/11/2024 | 0,34% | 10,32 CHF | 10,34 CHF | 10 000 | 10 000 | 10 000 | 5 804 | 106 071 CHF | 61 497 CHF | 99,51% | 99,51% |
15/11/2024 | 0,34% | 10,60 CHF | 10,62 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 107 728 CHF | 62 525 CHF | 99,59% | 99,59% |
14/11/2024 | 0,30% | 11,36 CHF | 11,38 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 119 155 CHF | 68 660 CHF | 99,61% | 99,61% |
13/11/2024 | 0,30% | 12,32 CHF | 12,34 CHF | 10 000 | 10 000 | 10 000 | 5 872 | 119 298 CHF | 70 573 CHF | 97,52% | 97,52% |
12/11/2024 | 0,31% | 12,22 CHF | 12,24 CHF | 10 000 | 10 000 | 10 000 | 5 843 | 118 249 CHF | 69 730 CHF | 94,88% | 94,88% |
11/11/2024 | 0,34% | 11,74 CHF | 11,76 CHF | 10 000 | 10 000 | 10 000 | 5 803 | 106 744 CHF | 63 199 CHF | 99,56% | 99,56% |
08/11/2024 | 0,37% | 9,64 CHF | 9,65 CHF | 10 000 | 10 000 | 10 000 | 5 811 | 91 150 CHF | 53 421 CHF | 99,63% | 99,63% |