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 | 0,60% | 10,40 CHF | 10,45 CHF | 30 610 | 30 610 | 28 275 | 28 275 | 297 430 CHF | 299 035 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 10,25 CHF | 10,30 CHF | 31 210 | 31 210 | 29 296 | 29 296 | 294 690 CHF | 296 208 CHF | 99,03% | 99,03% |
18/11/2024 | 0,26% | 9,98 CHF | 9,99 CHF | 31 930 | 31 930 | 29 961 | 29 961 | 295 866 CHF | 296 427 CHF | 98,77% | 98,77% |
15/11/2024 | 0,64% | 10,20 CHF | 10,25 CHF | 31 250 | 31 250 | 28 131 | 28 131 | 293 256 CHF | 294 930 CHF | 71,84% | 71,84% |
14/11/2024 | 0,59% | 10,70 CHF | 10,75 CHF | 30 130 | 30 130 | 28 133 | 28 133 | 298 929 CHF | 300 527 CHF | 100,00% | 100,00% |
13/11/2024 | 0,59% | 10,55 CHF | 10,60 CHF | 30 490 | 30 490 | 28 180 | 28 180 | 299 293 CHF | 300 893 CHF | 99,88% | 99,88% |
12/11/2024 | 0,61% | 10,60 CHF | 10,65 CHF | 30 370 | 30 370 | 28 684 | 28 684 | 297 834 CHF | 299 464 CHF | 99,96% | 99,96% |
11/11/2024 | 0,60% | 10,40 CHF | 10,45 CHF | 30 850 | 30 850 | 28 498 | 28 498 | 299 168 CHF | 300 786 CHF | 100,00% | 100,00% |
08/11/2024 | 0,60% | 10,45 CHF | 10,50 CHF | 30 890 | 30 890 | 28 566 | 28 566 | 300 357 CHF | 301 976 CHF | 99,81% | 99,81% |
07/11/2024 | 0,61% | 10,45 CHF | 10,50 CHF | 31 030 | 31 030 | 29 083 | 29 083 | 300 589 CHF | 302 237 CHF | 99,52% | 99,52% |