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% | 28,94 CHF | 29,23 CHF | 9 497 | 20 800 | 9 535 | 21 244 | 276 759 CHF | 622 788 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 28,88 CHF | 29,17 CHF | 1 912 | 20 061 | 3 317 | 20 978 | 95 904 CHF | 611 776 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 28,99 CHF | 29,28 CHF | 8 181 | 19 812 | 9 065 | 21 202 | 262 495 CHF | 620 102 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 28,98 CHF | 29,27 CHF | 3 110 | 17 328 | 4 102 | 18 440 | 119 221 CHF | 541 480 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 29,22 CHF | 29,51 CHF | 9 553 | 24 853 | 9 766 | 24 944 | 285 210 CHF | 735 744 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 29,08 CHF | 29,37 CHF | 9 675 | 16 013 | 9 680 | 17 937 | 281 748 CHF | 527 301 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 29,12 CHF | 29,41 CHF | 6 903 | 3 350 | 7 835 | 4 512 | 229 448 CHF | 133 484 CHF | 100,00% | 100,00% |
11/11/2024 | 1,02% | 29,41 CHF | 29,71 CHF | 8 960 | 7 468 | 9 513 | 9 808 | 279 742 CHF | 291 338 CHF | 99,38% | 100,00% |
08/11/2024 | 1,06% | 29,22 CHF | 29,51 CHF | 9 965 | 10 000 | 9 966 | 10 034 | 291 547 CHF | 296 665 CHF | 100,00% | 100,00% |
07/11/2024 | 1,39% | 29,32 CHF | 29,73 CHF | 9 308 | 8 928 | 9 342 | 9 853 | 273 321 CHF | 292 296 CHF | 100,00% | 100,00% |