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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,67% | 24,31 CHF | 24,41 CHF | 6 500 | 6 500 | 2 950 | 2 950 | 71 632 CHF | 72 501 CHF | 100,00% | 100,00% |
20/11/2024 | 1,71% | 26,39 CHF | 26,49 CHF | 6 300 | 6 300 | 2 816 | 2 816 | 72 645 CHF | 73 520 CHF | 99,89% | 99,89% |
19/11/2024 | 1,68% | 24,79 CHF | 24,89 CHF | 6 600 | 6 600 | 2 986 | 2 986 | 72 899 CHF | 73 775 CHF | 99,90% | 99,90% |
18/11/2024 | 1,64% | 23,68 CHF | 23,77 CHF | 7 100 | 7 100 | 3 168 | 3 168 | 74 709 CHF | 75 570 CHF | 97,12% | 97,12% |
15/11/2024 | 1,79% | 22,65 CHF | 22,73 CHF | 7 900 | 7 900 | 3 158 | 3 158 | 66 014 CHF | 66 741 CHF | 99,40% | 99,40% |
14/11/2024 | 1,68% | 18,98 CHF | 19,06 CHF | 7 800 | 7 800 | 3 552 | 3 552 | 72 192 CHF | 73 054 CHF | 99,99% | 99,99% |
13/11/2024 | 1,68% | 19,55 CHF | 19,63 CHF | 8 600 | 8 600 | 3 787 | 3 787 | 72 253 CHF | 73 115 CHF | 100,00% | 100,00% |
12/11/2024 | 1,69% | 18,45 CHF | 18,52 CHF | 9 300 | 9 300 | 4 185 | 4 185 | 73 888 CHF | 74 775 CHF | 99,92% | 99,92% |
11/11/2024 | 1,70% | 17,09 CHF | 17,16 CHF | 9 300 | 9 300 | 4 232 | 4 232 | 71 775 CHF | 72 650 CHF | 99,90% | 99,90% |
08/11/2024 | 1,70% | 17,15 CHF | 17,22 CHF | 9 800 | 9 800 | 4 400 | 4 400 | 72 818 CHF | 73 697 CHF | 98,94% | 98,94% |