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 | 0,09% | 11,06 CHF | 11,07 CHF | 64 700 | 64 700 | 64 459 | 64 459 | 706 098 CHF | 706 743 CHF | 100,00% | 100,00% |
19/11/2024 | 0,09% | 10,96 CHF | 10,97 CHF | 64 300 | 64 300 | 64 962 | 64 962 | 714 409 CHF | 715 059 CHF | 100,00% | 100,00% |
18/11/2024 | 0,09% | 10,87 CHF | 10,88 CHF | 65 400 | 65 400 | 65 883 | 65 883 | 715 507 CHF | 716 166 CHF | 100,00% | 100,00% |
15/11/2024 | 0,09% | 10,86 CHF | 10,87 CHF | 66 300 | 66 300 | 65 819 | 65 819 | 709 375 CHF | 710 033 CHF | 100,00% | 100,00% |
14/11/2024 | 0,09% | 10,79 CHF | 10,80 CHF | 65 500 | 65 500 | 65 620 | 65 620 | 711 600 CHF | 712 257 CHF | 99,91% | 99,91% |
13/11/2024 | 0,09% | 10,95 CHF | 10,96 CHF | 65 700 | 65 700 | 65 277 | 65 277 | 706 834 CHF | 707 487 CHF | 100,00% | 100,00% |
12/11/2024 | 0,09% | 10,88 CHF | 10,89 CHF | 65 000 | 65 000 | 65 301 | 65 301 | 709 602 CHF | 710 255 CHF | 100,00% | 100,00% |
11/11/2024 | 0,09% | 10,82 CHF | 10,83 CHF | 65 500 | 65 500 | 65 862 | 65 862 | 711 804 CHF | 712 462 CHF | 100,00% | 100,00% |
08/11/2024 | 0,09% | 10,79 CHF | 10,80 CHF | 66 200 | 66 200 | 66 924 | 66 924 | 718 549 CHF | 719 219 CHF | 100,00% | 100,00% |
07/11/2024 | 0,09% | 10,63 CHF | 10,64 CHF | 67 400 | 67 400 | 66 198 | 66 198 | 700 382 CHF | 701 044 CHF | 100,00% | 100,00% |