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 | 0,29% | 26,00 CHF | 26,05 CHF | 14 700 | 14 700 | 7 990 | 7 990 | 212 913 CHF | 213 467 CHF | 99,89% | 99,89% |
19/11/2024 | 0,29% | 27,35 CHF | 27,40 CHF | 14 500 | 14 500 | 8 048 | 8 048 | 214 573 CHF | 215 123 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 27,10 CHF | 27,15 CHF | 15 100 | 15 100 | 8 327 | 8 327 | 217 333 CHF | 217 713 CHF | 99,37% | 99,37% |
15/11/2024 | 0,28% | 25,47 CHF | 25,50 CHF | 14 600 | 14 600 | 8 049 | 8 049 | 208 698 CHF | 209 194 CHF | 99,76% | 99,76% |
14/11/2024 | 0,17% | 26,40 CHF | 26,45 CHF | 15 200 | 15 200 | 8 356 | 8 356 | 215 381 CHF | 215 748 CHF | 99,35% | 99,35% |
13/11/2024 | 0,17% | 25,16 CHF | 25,19 CHF | 15 600 | 15 600 | 8 597 | 8 597 | 214 168 CHF | 214 493 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 25,60 CHF | 25,63 CHF | 15 600 | 15 600 | 8 597 | 8 597 | 215 445 CHF | 215 770 CHF | 100,00% | 100,00% |
11/11/2024 | 0,26% | 24,53 CHF | 24,56 CHF | 15 000 | 15 000 | 8 107 | 8 107 | 206 833 CHF | 207 301 CHF | 98,85% | 98,85% |
08/11/2024 | 0,29% | 26,10 CHF | 26,15 CHF | 14 900 | 14 900 | 8 176 | 8 176 | 216 196 CHF | 216 763 CHF | 100,00% | 100,00% |
07/11/2024 | 0,17% | 25,78 CHF | 25,81 CHF | 15 800 | 15 800 | 8 817 | 8 817 | 220 825 CHF | 221 159 CHF | 99,83% | 99,83% |