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 | 0,19% | 26,90 CHF | 26,95 CHF | 55 700 | 55 700 | 56 671 | 56 672 | 1 489 170 CHF | 1 492 010 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 25,95 CHF | 26,00 CHF | 56 800 | 56 800 | 57 679 | 57 679 | 1 510 150 CHF | 1 513 040 CHF | 98,78% | 98,78% |
18/11/2024 | 0,07% | 25,60 CHF | 25,65 CHF | 57 800 | 57 800 | 59 831 | 59 831 | 1 498 830 CHF | 1 499 880 CHF | 100,00% | 100,00% |
15/11/2024 | 0,04% | 24,22 CHF | 24,23 CHF | 60 100 | 60 100 | 60 368 | 60 368 | 1 452 830 CHF | 1 453 440 CHF | 98,65% | 98,65% |
14/11/2024 | 0,04% | 24,18 CHF | 24,19 CHF | 60 400 | 60 400 | 58 368 | 58 368 | 1 376 510 CHF | 1 377 090 CHF | 99,79% | 99,79% |
13/11/2024 | 0,16% | 25,25 CHF | 25,26 CHF | 58 100 | 58 100 | 57 656 | 57 656 | 1 467 250 CHF | 1 469 610 CHF | 100,00% | 100,00% |
12/11/2024 | 0,08% | 25,12 CHF | 25,13 CHF | 57 600 | 57 600 | 56 542 | 56 542 | 1 423 970 CHF | 1 425 070 CHF | 100,00% | 100,00% |
11/11/2024 | 0,18% | 25,65 CHF | 25,70 CHF | 56 400 | 56 400 | 52 509 | 52 509 | 1 426 760 CHF | 1 429 380 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 28,55 CHF | 28,60 CHF | 52 000 | 52 000 | 51 912 | 51 912 | 1 487 810 CHF | 1 490 410 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 28,95 CHF | 29,00 CHF | 51 900 | 51 900 | 53 491 | 53 491 | 1 504 340 CHF | 1 507 020 CHF | 99,90% | 99,90% |