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 | 0,99% | 26,99 CHF | 27,26 CHF | 9 996 | 9 263 | 9 996 | 9 936 | 270 306 CHF | 271 366 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 26,96 CHF | 27,23 CHF | 10 000 | 10 000 | 9 997 | 9 876 | 269 526 CHF | 268 928 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 27,01 CHF | 27,28 CHF | 9 999 | 2 868 | 9 999 | 4 791 | 269 804 CHF | 130 591 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 27,08 CHF | 27,35 CHF | 9 877 | 9 788 | 9 879 | 9 976 | 267 498 CHF | 272 813 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 27,09 CHF | 27,36 CHF | 10 000 | 10 000 | 9 998 | 9 991 | 270 719 CHF | 273 244 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 27,03 CHF | 27,30 CHF | 10 000 | 6 611 | 9 992 | 7 348 | 270 229 CHF | 200 704 CHF | 99,40% | 100,00% |
12/11/2024 | 0,99% | 27,10 CHF | 27,37 CHF | 9 519 | 8 904 | 9 623 | 9 914 | 261 253 CHF | 271 822 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 27,19 CHF | 27,46 CHF | 6 214 | 8 712 | 6 635 | 8 855 | 180 387 CHF | 243 164 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 27,13 CHF | 27,40 CHF | 9 993 | 10 000 | 9 993 | 10 032 | 271 118 CHF | 274 876 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 27,16 CHF | 27,43 CHF | 9 986 | 6 539 | 9 986 | 6 941 | 271 268 CHF | 190 409 CHF | 100,00% | 100,00% |