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 | 0,55% | 11,30 CHF | 11,35 CHF | 30 650 | 30 650 | 28 284 | 28 284 | 323 351 CHF | 324 956 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 11,15 CHF | 11,20 CHF | 31 180 | 31 180 | 29 290 | 29 290 | 321 240 CHF | 322 906 CHF | 99,03% | 99,03% |
18/11/2024 | 0,57% | 10,90 CHF | 10,95 CHF | 31 920 | 31 920 | 29 962 | 29 962 | 322 759 CHF | 324 445 CHF | 98,77% | 98,77% |
15/11/2024 | 0,59% | 11,10 CHF | 11,15 CHF | 31 290 | 31 290 | 28 134 | 28 134 | 319 087 CHF | 320 761 CHF | 71,79% | 71,79% |
14/11/2024 | 0,55% | 11,60 CHF | 11,65 CHF | 30 160 | 30 160 | 28 129 | 28 129 | 324 512 CHF | 326 110 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 11,45 CHF | 11,50 CHF | 30 490 | 30 490 | 28 185 | 28 185 | 324 927 CHF | 326 527 CHF | 99,86% | 99,86% |
12/11/2024 | 0,56% | 11,50 CHF | 11,55 CHF | 30 370 | 30 370 | 28 691 | 28 691 | 323 998 CHF | 325 629 CHF | 99,98% | 99,98% |
11/11/2024 | 0,55% | 11,30 CHF | 11,35 CHF | 30 890 | 30 890 | 28 492 | 28 492 | 324 913 CHF | 326 530 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 11,35 CHF | 11,40 CHF | 30 890 | 30 890 | 28 566 | 28 566 | 326 039 CHF | 327 658 CHF | 99,81% | 99,81% |
07/11/2024 | 0,56% | 11,35 CHF | 11,40 CHF | 31 030 | 31 030 | 29 086 | 29 086 | 326 846 CHF | 328 494 CHF | 99,52% | 99,52% |