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 | 0,54% | 11,40 CHF | 11,45 CHF | 30 710 | 30 710 | 28 281 | 28 281 | 326 829 CHF | 328 435 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 11,25 CHF | 11,30 CHF | 31 180 | 31 180 | 29 295 | 29 295 | 324 834 CHF | 326 501 CHF | 99,03% | 99,03% |
18/11/2024 | 0,57% | 11,00 CHF | 11,05 CHF | 31 980 | 31 980 | 29 962 | 29 962 | 326 427 CHF | 328 113 CHF | 98,79% | 98,79% |
15/11/2024 | 0,59% | 11,25 CHF | 11,30 CHF | 31 210 | 31 210 | 28 144 | 28 144 | 322 555 CHF | 324 229 CHF | 71,84% | 71,84% |
14/11/2024 | 0,54% | 11,75 CHF | 11,80 CHF | 30 190 | 30 190 | 28 131 | 28 131 | 328 152 CHF | 329 750 CHF | 100,00% | 100,00% |
13/11/2024 | 0,54% | 11,60 CHF | 11,65 CHF | 30 470 | 30 470 | 28 169 | 28 169 | 328 331 CHF | 329 931 CHF | 99,72% | 99,72% |
12/11/2024 | 0,55% | 11,60 CHF | 11,65 CHF | 30 410 | 30 410 | 28 698 | 28 698 | 327 615 CHF | 329 246 CHF | 99,99% | 99,99% |
11/11/2024 | 0,54% | 11,45 CHF | 11,50 CHF | 30 930 | 30 930 | 28 505 | 28 505 | 328 617 CHF | 330 235 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 11,50 CHF | 11,55 CHF | 30 870 | 30 870 | 28 574 | 28 574 | 329 584 CHF | 331 203 CHF | 99,82% | 99,82% |
07/11/2024 | 0,55% | 11,45 CHF | 11,50 CHF | 31 030 | 31 030 | 29 087 | 29 087 | 330 514 CHF | 332 162 CHF | 99,53% | 99,53% |