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 | 0,29% | 12,68 CHF | 12,70 CHF | 10 000 | 10 000 | 10 000 | 5 805 | 126 434 CHF | 73 690 CHF | 99,15% | 99,15% |
20/11/2024 | 0,31% | 11,34 CHF | 11,36 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 114 944 CHF | 66 777 CHF | 99,67% | 99,67% |
19/11/2024 | 0,33% | 11,14 CHF | 11,16 CHF | 10 000 | 10 000 | 10 000 | 5 806 | 111 032 CHF | 64 550 CHF | 99,09% | 99,09% |
18/11/2024 | 0,31% | 11,34 CHF | 11,36 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 116 307 CHF | 67 407 CHF | 99,62% | 99,62% |
15/11/2024 | 0,31% | 11,62 CHF | 11,64 CHF | 10 000 | 10 000 | 10 000 | 5 800 | 117 968 CHF | 68 454 CHF | 99,65% | 99,65% |
14/11/2024 | 0,28% | 12,38 CHF | 12,40 CHF | 10 000 | 10 000 | 10 000 | 5 800 | 129 406 CHF | 74 589 CHF | 99,67% | 99,67% |
13/11/2024 | 0,28% | 13,34 CHF | 13,36 CHF | 10 000 | 10 000 | 10 000 | 5 873 | 129 469 CHF | 76 570 CHF | 97,47% | 97,47% |
12/11/2024 | 0,28% | 13,24 CHF | 13,26 CHF | 10 000 | 10 000 | 10 000 | 5 839 | 128 402 CHF | 75 612 CHF | 95,13% | 95,13% |
11/11/2024 | 0,32% | 12,76 CHF | 12,78 CHF | 10 000 | 10 000 | 10 000 | 5 801 | 116 870 CHF | 69 054 CHF | 99,66% | 99,66% |
08/11/2024 | 0,36% | 10,64 CHF | 10,66 CHF | 10 000 | 10 000 | 10 000 | 5 810 | 101 169 CHF | 59 249 CHF | 99,67% | 99,67% |