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 | 0,29% | 11,35 CHF | 11,37 CHF | 25 800 | 25 800 | 12 511 | 12 511 | 135 980 CHF | 136 325 CHF | 99,89% | 99,89% |
19/11/2024 | 0,28% | 11,04 CHF | 11,06 CHF | 25 400 | 25 400 | 12 343 | 12 343 | 135 348 CHF | 135 688 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 10,45 CHF | 10,47 CHF | 21 500 | 21 500 | 10 377 | 10 377 | 116 245 CHF | 116 591 CHF | 99,85% | 99,85% |
15/11/2024 | 0,34% | 12,13 CHF | 12,15 CHF | 25 300 | 25 300 | 12 250 | 12 250 | 142 982 CHF | 143 387 CHF | 99,97% | 99,97% |
14/11/2024 | 0,37% | 10,88 CHF | 10,90 CHF | 25 100 | 25 100 | 11 972 | 11 972 | 126 693 CHF | 127 086 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 10,19 CHF | 10,21 CHF | 28 600 | 28 600 | 13 790 | 13 790 | 135 807 CHF | 136 187 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 9,55 CHF | 9,57 CHF | 31 900 | 31 900 | 15 152 | 15 152 | 138 654 CHF | 139 070 CHF | 100,00% | 100,00% |
11/11/2024 | 0,36% | 8,82 CHF | 8,84 CHF | 31 800 | 31 800 | 15 366 | 15 366 | 134 748 CHF | 135 169 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 8,23 CHF | 8,24 CHF | 33 800 | 33 800 | 16 072 | 16 072 | 131 319 CHF | 131 640 CHF | 99,85% | 99,85% |
07/11/2024 | 0,35% | 8,51 CHF | 8,53 CHF | 28 500 | 28 500 | 13 945 | 13 945 | 122 851 CHF | 123 236 CHF | 100,00% | 100,00% |