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 | 0,18% | 26,50 CHF | 26,55 CHF | 168 400 | 168 400 | 168 400 | 168 400 | 4 606 030 CHF | 4 614 450 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 26,75 CHF | 26,80 CHF | 171 900 | 171 900 | 171 900 | 171 900 | 4 524 180 CHF | 4 532 770 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 27,05 CHF | 27,10 CHF | 175 300 | 175 300 | 175 300 | 175 300 | 4 640 230 CHF | 4 648 990 CHF | 98,97% | 98,97% |
15/11/2024 | 0,18% | 26,40 CHF | 26,45 CHF | 162 400 | 162 400 | 162 400 | 162 400 | 4 489 790 CHF | 4 497 910 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 29,35 CHF | 29,40 CHF | 159 100 | 159 100 | 159 100 | 159 100 | 4 722 160 CHF | 4 730 110 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 29,40 CHF | 29,45 CHF | 158 200 | 158 200 | 158 200 | 158 200 | 4 665 250 CHF | 4 673 160 CHF | 100,00% | 100,00% |
12/11/2024 | 0,17% | 29,60 CHF | 29,65 CHF | 157 400 | 157 400 | 157 400 | 157 400 | 4 682 590 CHF | 4 690 460 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 29,85 CHF | 29,90 CHF | 156 900 | 156 900 | 156 900 | 156 900 | 4 727 430 CHF | 4 735 280 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 29,60 CHF | 29,65 CHF | 157 300 | 157 300 | 157 300 | 157 300 | 4 623 250 CHF | 4 631 120 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 29,15 CHF | 29,20 CHF | 164 400 | 164 400 | 164 400 | 164 400 | 4 666 760 CHF | 4 674 980 CHF | 99,67% | 99,67% |