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 | 0,10% | 10,77 CHF | 10,78 CHF | 93 500 | 93 500 | 94 159 | 94 159 | 981 736 CHF | 982 678 CHF | 99,44% | 99,44% |
19/11/2024 | 0,10% | 10,02 CHF | 10,03 CHF | 94 600 | 94 600 | 93 156 | 93 156 | 950 991 CHF | 951 922 CHF | 100,00% | 100,00% |
18/11/2024 | 0,10% | 10,25 CHF | 10,26 CHF | 92 200 | 92 200 | 93 875 | 93 875 | 976 802 CHF | 977 741 CHF | 98,77% | 98,77% |
15/11/2024 | 0,10% | 10,53 CHF | 10,54 CHF | 95 000 | 95 000 | 92 867 | 92 867 | 961 110 CHF | 962 039 CHF | 98,67% | 98,67% |
14/11/2024 | 0,09% | 10,28 CHF | 10,29 CHF | 91 500 | 91 500 | 96 782 | 96 782 | 1 027 740 CHF | 1 028 710 CHF | 100,00% | 100,00% |
13/11/2024 | 0,10% | 10,22 CHF | 10,23 CHF | 100 300 | 100 300 | 99 638 | 99 640 | 978 902 CHF | 979 915 CHF | 100,00% | 100,00% |
12/11/2024 | 0,10% | 9,83 CHF | 9,84 CHF | 99 200 | 99 200 | 101 243 | 101 243 | 988 565 CHF | 989 577 CHF | 99,80% | 99,80% |
11/11/2024 | 0,11% | 9,47 CHF | 9,48 CHF | 102 600 | 102 600 | 110 342 | 110 342 | 1 032 640 CHF | 1 033 740 CHF | 99,73% | 99,73% |
08/11/2024 | 0,12% | 8,75 CHF | 8,76 CHF | 115 400 | 115 400 | 115 639 | 115 639 | 976 226 CHF | 977 382 CHF | 99,15% | 99,15% |
07/11/2024 | 0,12% | 8,22 CHF | 8,23 CHF | 115 800 | 115 800 | 110 149 | 110 149 | 925 761 CHF | 926 862 CHF | 99,96% | 99,96% |