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 | 0,57% | 10,80 CHF | 10,85 CHF | 30 640 | 30 640 | 28 283 | 28 283 | 309 175 CHF | 310 780 CHF | 100,00% | 100,00% |
19/11/2024 | 0,60% | 10,65 CHF | 10,70 CHF | 31 180 | 31 180 | 29 288 | 29 288 | 306 585 CHF | 308 252 CHF | 99,03% | 99,03% |
18/11/2024 | 0,60% | 10,40 CHF | 10,45 CHF | 31 910 | 31 910 | 29 962 | 29 962 | 307 734 CHF | 309 420 CHF | 98,79% | 98,79% |
15/11/2024 | 0,62% | 10,60 CHF | 10,65 CHF | 31 290 | 31 290 | 28 133 | 28 133 | 304 977 CHF | 306 651 CHF | 71,85% | 71,85% |
14/11/2024 | 0,57% | 11,10 CHF | 11,15 CHF | 30 160 | 30 160 | 28 129 | 28 129 | 310 402 CHF | 312 000 CHF | 100,00% | 100,00% |
13/11/2024 | 0,57% | 10,95 CHF | 11,00 CHF | 30 490 | 30 490 | 28 187 | 28 187 | 310 869 CHF | 312 470 CHF | 99,89% | 99,89% |
12/11/2024 | 0,58% | 11,00 CHF | 11,05 CHF | 30 370 | 30 370 | 28 692 | 28 692 | 309 713 CHF | 311 343 CHF | 99,99% | 99,99% |
11/11/2024 | 0,58% | 10,80 CHF | 10,85 CHF | 30 890 | 30 890 | 28 487 | 28 487 | 310 686 CHF | 312 303 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 10,85 CHF | 10,90 CHF | 30 890 | 30 890 | 28 569 | 28 569 | 312 017 CHF | 313 636 CHF | 99,82% | 99,82% |
07/11/2024 | 0,58% | 10,85 CHF | 10,90 CHF | 31 030 | 31 030 | 29 087 | 29 087 | 312 501 CHF | 314 150 CHF | 99,53% | 99,53% |