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 | 0,20% | 10,11 CHF | 10,13 CHF | 36 300 | 36 300 | 36 059 | 36 059 | 357 402 CHF | 358 123 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 9,93 CHF | 9,95 CHF | 35 900 | 35 900 | 36 622 | 36 622 | 365 849 CHF | 366 581 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 9,75 CHF | 9,77 CHF | 37 100 | 37 100 | 37 583 | 37 583 | 366 210 CHF | 366 962 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 9,75 CHF | 9,77 CHF | 37 900 | 37 900 | 37 479 | 37 479 | 359 711 CHF | 360 460 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 9,61 CHF | 9,63 CHF | 37 200 | 37 200 | 37 260 | 37 260 | 362 049 CHF | 362 794 CHF | 99,91% | 99,91% |
13/11/2024 | 0,21% | 9,90 CHF | 9,92 CHF | 37 300 | 37 300 | 36 877 | 36 877 | 357 279 CHF | 358 016 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 9,78 CHF | 9,80 CHF | 36 600 | 36 600 | 36 901 | 36 901 | 360 090 CHF | 360 828 CHF | 100,00% | 100,00% |
11/11/2024 | 0,21% | 9,68 CHF | 9,70 CHF | 37 100 | 37 100 | 37 522 | 37 522 | 362 201 CHF | 362 951 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 9,62 CHF | 9,64 CHF | 37 800 | 37 800 | 38 524 | 38 524 | 367 033 CHF | 367 803 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 9,34 CHF | 9,36 CHF | 39 000 | 39 000 | 37 798 | 37 798 | 349 720 CHF | 350 476 CHF | 100,00% | 100,00% |