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 | 0,39% | 12,00 CHF | 12,05 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 507 040 CHF | 509 040 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 12,19 CHF | 12,25 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 480 883 CHF | 483 283 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 13,29 CHF | 13,35 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 520 922 CHF | 523 322 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 13,36 CHF | 13,42 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 483 320 CHF | 485 420 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 14,29 CHF | 14,35 CHF | 45 000 | 45 000 | 44 789 | 44 789 | 617 983 CHF | 620 405 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 12,16 CHF | 12,21 CHF | 40 000 | 40 000 | 39 904 | 39 904 | 490 866 CHF | 492 863 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 12,47 CHF | 12,53 CHF | 35 000 | 35 000 | 34 921 | 34 921 | 485 779 CHF | 488 029 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 15,29 CHF | 15,35 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 615 302 CHF | 617 702 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 14,04 CHF | 14,11 CHF | 35 000 | 35 000 | 34 922 | 34 922 | 504 286 CHF | 506 733 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 15,49 CHF | 15,55 CHF | 35 000 | 35 000 | 34 844 | 34 844 | 526 982 CHF | 529 077 CHF | 100,00% | 100,00% |