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 | 0,77% | 12,50 CHF | 12,60 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 129 800 CHF | 65 400 CHF | 99,49% | 99,49% |
19/11/2024 | 0,83% | 12,18 CHF | 12,28 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 120 921 CHF | 60 961 CHF | 97,54% | 97,54% |
18/11/2024 | 0,74% | 13,60 CHF | 13,70 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 134 364 CHF | 67 682 CHF | 99,39% | 99,39% |
15/11/2024 | 0,76% | 13,14 CHF | 13,24 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 130 787 CHF | 65 894 CHF | 98,85% | 98,85% |
14/11/2024 | 0,40% | 12,84 CHF | 12,90 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 123 659 CHF | 62 080 CHF | 99,50% | 99,50% |
13/11/2024 | 0,83% | 11,00 CHF | 11,10 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 119 836 CHF | 60 418 CHF | 95,89% | 95,89% |
12/11/2024 | 0,77% | 12,08 CHF | 12,18 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 130 124 CHF | 65 562 CHF | 99,57% | 99,57% |
11/11/2024 | 0,39% | 13,82 CHF | 13,86 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 129 602 CHF | 65 052 CHF | 94,72% | 94,72% |
08/11/2024 | 0,84% | 11,42 CHF | 11,52 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 118 257 CHF | 59 629 CHF | 91,95% | 91,95% |
07/11/2024 | 0,69% | 13,78 CHF | 13,88 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 143 796 CHF | 72 398 CHF | 99,53% | 99,53% |