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 | 1,50% | 28,10 CHF | 28,52 CHF | 3 239 | 9 000 | 7 834 | 9 930 | 217 737 CHF | 280 496 CHF | 100,00% | 100,00% |
19/11/2024 | 1,50% | 27,24 CHF | 27,65 CHF | 7 312 | 9 898 | 9 069 | 9 922 | 247 624 CHF | 275 015 CHF | 100,00% | 100,00% |
18/11/2024 | 1,50% | 27,72 CHF | 28,14 CHF | 2 957 | 9 982 | 5 558 | 9 991 | 152 297 CHF | 277 594 CHF | 100,00% | 100,00% |
15/11/2024 | 1,50% | 24,44 CHF | 24,81 CHF | 6 482 | 9 923 | 8 097 | 9 958 | 199 687 CHF | 249 474 CHF | 100,00% | 100,00% |
14/11/2024 | 1,51% | 24,03 CHF | 24,39 CHF | 7 497 | 8 320 | 9 604 | 8 927 | 239 014 CHF | 225 515 CHF | 100,00% | 100,00% |
13/11/2024 | 1,02% | 25,47 CHF | 25,86 CHF | 4 379 | 9 474 | 6 759 | 9 561 | 164 017 CHF | 235 498 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 24,46 CHF | 24,71 CHF | 5 306 | 8 997 | 6 148 | 9 230 | 152 643 CHF | 232 879 CHF | 98,57% | 100,00% |
11/11/2024 | 1,00% | 24,59 CHF | 24,84 CHF | 690 | 7 281 | 3 692 | 8 673 | 87 865 CHF | 209 380 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 21,58 CHF | 21,80 CHF | 8 367 | 8 000 | 9 531 | 8 547 | 203 763 CHF | 184 516 CHF | 100,00% | 100,00% |
07/11/2024 | 1,02% | 20,76 CHF | 20,97 CHF | 2 246 | 9 966 | 4 168 | 9 999 | 85 599 CHF | 207 522 CHF | 100,00% | 100,00% |