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 | 0,19% | 10,49 CHF | 10,51 CHF | 54 900 | 54 900 | 54 659 | 54 659 | 566 128 CHF | 567 221 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 10,37 CHF | 10,39 CHF | 54 500 | 54 500 | 55 162 | 55 162 | 574 154 CHF | 575 257 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 10,25 CHF | 10,27 CHF | 55 600 | 55 600 | 56 143 | 56 143 | 575 302 CHF | 576 425 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 10,25 CHF | 10,27 CHF | 56 500 | 56 500 | 56 019 | 56 019 | 568 586 CHF | 569 706 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 10,16 CHF | 10,18 CHF | 55 700 | 55 700 | 55 820 | 55 820 | 570 936 CHF | 572 053 CHF | 99,91% | 99,91% |
13/11/2024 | 0,20% | 10,35 CHF | 10,37 CHF | 55 900 | 55 900 | 55 417 | 55 417 | 565 768 CHF | 566 876 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 10,27 CHF | 10,29 CHF | 55 100 | 55 100 | 55 462 | 55 462 | 568 752 CHF | 569 861 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 10,20 CHF | 10,22 CHF | 55 700 | 55 700 | 56 122 | 56 122 | 571 632 CHF | 572 754 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 10,17 CHF | 10,19 CHF | 56 400 | 56 400 | 57 124 | 57 124 | 577 067 CHF | 578 209 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 9,97 CHF | 9,99 CHF | 57 600 | 57 600 | 56 398 | 56 398 | 559 360 CHF | 560 488 CHF | 100,00% | 100,00% |