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 | 0,26% | 11,99 CHF | 12,02 CHF | 1 000 | 1 000 | 1 000 | 1 000 | 11 855 CHF | 11 886 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 11,31 CHF | 11,34 CHF | 1 000 | 1 000 | 1 000 | 1 000 | 11 242 CHF | 11 274 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 12,01 CHF | 12,04 CHF | 1 000 | 1 000 | 1 000 | 1 000 | 11 684 CHF | 11 714 CHF | 100,00% | 100,00% |
15/11/2024 | 0,27% | 11,46 CHF | 11,49 CHF | 1 000 | 1 000 | 1 000 | 1 000 | 11 546 CHF | 11 577 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 11,65 CHF | 11,68 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 22 537 CHF | 22 623 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 10,80 CHF | 10,85 CHF | 1 000 | 1 000 | 1 000 | 1 000 | 11 428 CHF | 11 476 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 11,82 CHF | 11,87 CHF | 1 000 | 1 000 | 1 000 | 1 000 | 12 242 CHF | 12 293 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 12,85 CHF | 12,90 CHF | 1 000 | 1 000 | 1 000 | 1 000 | 12 588 CHF | 12 637 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 12,28 CHF | 12,34 CHF | 1 000 | 1 000 | 1 000 | 1 000 | 12 530 CHF | 12 581 CHF | 100,00% | 100,00% |
07/11/2024 | 0,41% | 12,92 CHF | 12,98 CHF | 1 000 | 1 000 | 1 000 | 1 000 | 13 041 CHF | 13 094 CHF | 100,00% | 100,00% |