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 | 0,48% | 10,50 CHF | 10,55 CHF | 16 919 | 16 919 | 16 867 | 16 867 | 175 852 CHF | 176 696 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 10,50 CHF | 10,55 CHF | 17 007 | 17 007 | 16 724 | 16 724 | 178 682 CHF | 179 519 CHF | 98,70% | 98,70% |
18/11/2024 | 0,49% | 10,65 CHF | 10,70 CHF | 16 914 | 16 914 | 16 948 | 16 948 | 175 244 CHF | 176 092 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 10,05 CHF | 10,10 CHF | 17 270 | 17 270 | 17 308 | 17 308 | 174 306 CHF | 175 085 CHF | 70,95% | 70,95% |
14/11/2024 | 0,32% | 9,97 CHF | 10,00 CHF | 17 388 | 17 388 | 17 390 | 17 390 | 167 702 CHF | 168 227 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 10,20 CHF | 10,25 CHF | 17 208 | 17 208 | 17 028 | 17 028 | 175 955 CHF | 176 807 CHF | 99,91% | 99,91% |
12/11/2024 | 0,39% | 10,05 CHF | 10,10 CHF | 17 346 | 17 346 | 17 268 | 17 268 | 172 093 CHF | 172 755 CHF | 100,00% | 100,00% |
11/11/2024 | 0,47% | 9,96 CHF | 9,99 CHF | 17 475 | 17 475 | 16 998 | 16 998 | 178 045 CHF | 178 872 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 10,70 CHF | 10,75 CHF | 17 112 | 17 112 | 16 928 | 16 928 | 182 683 CHF | 183 531 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 11,00 CHF | 11,05 CHF | 16 991 | 16 991 | 17 033 | 17 033 | 181 852 CHF | 182 704 CHF | 100,00% | 100,00% |