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 | 0,32% | 10,70 CHF | 10,73 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 65 752 CHF | 65 963 CHF | 99,56% | 99,56% |
19/11/2024 | 0,32% | 10,84 CHF | 10,88 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 64 407 CHF | 64 615 CHF | 99,50% | 99,50% |
18/11/2024 | 0,31% | 10,84 CHF | 10,87 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 65 768 CHF | 65 971 CHF | 99,55% | 99,55% |
15/11/2024 | 0,31% | 10,54 CHF | 10,57 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 63 776 CHF | 63 975 CHF | 98,91% | 98,91% |
14/11/2024 | 0,29% | 10,44 CHF | 10,47 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 59 460 CHF | 59 631 CHF | 99,53% | 99,53% |
13/11/2024 | 0,32% | 9,40 CHF | 9,43 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 57 604 CHF | 57 787 CHF | 99,44% | 99,50% |
12/11/2024 | 0,29% | 10,16 CHF | 10,19 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 64 313 CHF | 64 501 CHF | 99,52% | 99,52% |
11/11/2024 | 0,30% | 10,71 CHF | 10,74 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 63 078 CHF | 63 264 CHF | 99,55% | 99,55% |
08/11/2024 | 0,34% | 10,16 CHF | 10,19 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 51 258 CHF | 51 430 CHF | 99,02% | 99,02% |
07/11/2024 | 0,27% | 11,86 CHF | 11,89 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 71 298 CHF | 71 492 CHF | 99,42% | 99,48% |