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% | 11,20 CHF | 11,25 CHF | 30 680 | 30 680 | 28 286 | 28 286 | 321 005 CHF | 322 610 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 11,05 CHF | 11,10 CHF | 31 180 | 31 180 | 29 290 | 29 290 | 318 687 CHF | 320 354 CHF | 99,02% | 99,02% |
18/11/2024 | 0,58% | 10,80 CHF | 10,85 CHF | 31 960 | 31 960 | 29 957 | 29 957 | 320 080 CHF | 321 766 CHF | 98,74% | 98,74% |
15/11/2024 | 0,60% | 11,05 CHF | 11,10 CHF | 31 190 | 31 190 | 28 138 | 28 138 | 316 615 CHF | 318 290 CHF | 71,77% | 71,77% |
14/11/2024 | 0,55% | 11,55 CHF | 11,60 CHF | 30 190 | 30 190 | 28 126 | 28 126 | 322 112 CHF | 323 710 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 11,35 CHF | 11,40 CHF | 30 490 | 30 490 | 28 181 | 28 181 | 322 496 CHF | 324 097 CHF | 99,87% | 99,87% |
12/11/2024 | 0,56% | 11,40 CHF | 11,45 CHF | 30 390 | 30 390 | 28 700 | 28 700 | 321 684 CHF | 323 315 CHF | 99,97% | 99,97% |
11/11/2024 | 0,55% | 11,25 CHF | 11,30 CHF | 30 910 | 30 910 | 28 493 | 28 493 | 322 555 CHF | 324 172 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 11,25 CHF | 11,30 CHF | 30 890 | 30 890 | 28 573 | 28 573 | 323 714 CHF | 325 333 CHF | 99,80% | 99,80% |
07/11/2024 | 0,56% | 11,25 CHF | 11,30 CHF | 31 030 | 31 030 | 29 098 | 29 098 | 324 661 CHF | 326 310 CHF | 99,51% | 99,51% |