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 | 0,56% | 11,00 CHF | 11,05 CHF | 30 660 | 30 660 | 28 283 | 28 283 | 315 011 CHF | 316 616 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 10,85 CHF | 10,90 CHF | 31 180 | 31 180 | 29 292 | 29 292 | 312 659 CHF | 314 325 CHF | 99,02% | 99,02% |
18/11/2024 | 0,59% | 10,60 CHF | 10,65 CHF | 31 930 | 31 930 | 29 960 | 29 960 | 313 883 CHF | 315 568 CHF | 98,73% | 98,73% |
15/11/2024 | 0,61% | 10,85 CHF | 10,90 CHF | 31 300 | 31 300 | 28 143 | 28 143 | 310 846 CHF | 312 521 CHF | 71,95% | 71,95% |
14/11/2024 | 0,56% | 11,30 CHF | 11,35 CHF | 30 180 | 30 180 | 28 126 | 28 126 | 316 186 CHF | 317 783 CHF | 100,00% | 100,00% |
13/11/2024 | 0,56% | 11,15 CHF | 11,20 CHF | 30 490 | 30 490 | 28 179 | 28 179 | 316 570 CHF | 318 170 CHF | 99,88% | 99,88% |
12/11/2024 | 0,57% | 11,20 CHF | 11,25 CHF | 30 380 | 30 380 | 28 699 | 28 699 | 315 733 CHF | 317 364 CHF | 99,97% | 99,97% |
11/11/2024 | 0,56% | 11,00 CHF | 11,05 CHF | 30 900 | 30 900 | 28 486 | 28 486 | 316 549 CHF | 318 166 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 11,05 CHF | 11,10 CHF | 30 890 | 30 890 | 28 571 | 28 571 | 317 849 CHF | 319 468 CHF | 99,80% | 99,80% |
07/11/2024 | 0,57% | 11,05 CHF | 11,10 CHF | 31 030 | 31 030 | 29 093 | 29 093 | 318 573 CHF | 320 222 CHF | 99,51% | 99,51% |