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 | 1,01% | 27,51 CHF | 27,79 CHF | 9 657 | 21 980 | 9 665 | 22 303 | 266 655 CHF | 621 583 CHF | 100,00% | 100,00% |
19/11/2024 | 1,01% | 27,48 CHF | 27,76 CHF | 9 983 | 23 773 | 9 983 | 24 903 | 274 279 CHF | 691 156 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 27,56 CHF | 27,84 CHF | 8 204 | 23 508 | 8 686 | 24 889 | 239 070 CHF | 691 990 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 27,59 CHF | 27,87 CHF | 9 736 | 21 018 | 9 742 | 21 597 | 269 051 CHF | 602 475 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 27,71 CHF | 27,99 CHF | 5 393 | 12 198 | 9 385 | 14 101 | 259 812 CHF | 394 289 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 27,60 CHF | 27,88 CHF | 1 959 | 16 843 | 3 679 | 20 468 | 101 650 CHF | 571 128 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 27,65 CHF | 27,93 CHF | 8 352 | 10 307 | 9 017 | 10 378 | 250 102 CHF | 290 764 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 27,84 CHF | 28,12 CHF | 6 399 | 8 959 | 7 101 | 9 088 | 197 691 CHF | 255 551 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 27,73 CHF | 28,01 CHF | 8 737 | 6 426 | 9 119 | 6 860 | 253 180 CHF | 192 397 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 27,84 CHF | 28,12 CHF | 8 804 | 6 718 | 9 208 | 7 100 | 256 002 CHF | 199 373 CHF | 100,00% | 100,00% |