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 | 0,59% | 11,39 CHF | 11,46 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 296 261 CHF | 298 011 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 11,34 CHF | 11,41 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 226 918 CHF | 228 318 CHF | 100,00% | 100,00% |
18/11/2024 | 0,58% | 12,29 CHF | 12,36 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 241 705 CHF | 243 105 CHF | 100,00% | 100,00% |
15/11/2024 | 0,63% | 12,14 CHF | 12,22 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 252 456 CHF | 254 056 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 13,80 CHF | 13,88 CHF | 20 000 | 20 000 | 19 954 | 19 954 | 264 119 CHF | 265 716 CHF | 100,00% | 100,00% |
13/11/2024 | 0,63% | 12,91 CHF | 12,99 CHF | 20 000 | 20 000 | 19 956 | 19 956 | 254 821 CHF | 256 419 CHF | 100,00% | 100,00% |
12/11/2024 | 0,64% | 12,98 CHF | 13,07 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 278 404 CHF | 280 204 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 15,14 CHF | 15,22 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 304 478 CHF | 306 078 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 14,13 CHF | 14,22 CHF | 15 000 | 15 000 | 14 966 | 14 966 | 215 402 CHF | 216 749 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 15,42 CHF | 15,51 CHF | 20 000 | 20 000 | 19 953 | 19 953 | 311 223 CHF | 313 019 CHF | 100,00% | 100,00% |