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 | 0,47% | 10,90 CHF | 10,95 CHF | 16 923 | 16 923 | 16 868 | 16 868 | 182 026 CHF | 182 871 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 10,90 CHF | 10,95 CHF | 17 013 | 17 013 | 16 724 | 16 724 | 184 757 CHF | 185 594 CHF | 98,69% | 98,69% |
18/11/2024 | 0,47% | 11,00 CHF | 11,05 CHF | 16 922 | 16 922 | 16 946 | 16 946 | 181 357 CHF | 182 205 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 10,45 CHF | 10,50 CHF | 17 275 | 17 275 | 17 309 | 17 309 | 180 620 CHF | 181 485 CHF | 70,78% | 70,78% |
14/11/2024 | 0,33% | 10,30 CHF | 10,35 CHF | 17 390 | 17 390 | 17 392 | 17 392 | 174 059 CHF | 174 631 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 10,55 CHF | 10,60 CHF | 17 207 | 17 207 | 17 028 | 17 028 | 182 135 CHF | 182 987 CHF | 99,90% | 99,90% |
12/11/2024 | 0,49% | 10,40 CHF | 10,45 CHF | 17 356 | 17 356 | 17 268 | 17 268 | 178 238 CHF | 179 102 CHF | 100,00% | 100,00% |
11/11/2024 | 0,47% | 10,30 CHF | 10,35 CHF | 17 471 | 17 471 | 16 998 | 16 998 | 184 156 CHF | 185 007 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 11,05 CHF | 11,10 CHF | 17 112 | 17 112 | 16 929 | 16 929 | 188 731 CHF | 189 578 CHF | 100,00% | 100,00% |
07/11/2024 | 0,46% | 11,40 CHF | 11,45 CHF | 16 994 | 16 994 | 17 034 | 17 034 | 187 973 CHF | 188 826 CHF | 100,00% | 100,00% |