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 | 0,20% | 10,55 CHF | 10,57 CHF | 52 800 | 52 800 | 53 519 | 53 519 | 530 758 CHF | 531 828 CHF | 99,44% | 99,44% |
19/11/2024 | 0,21% | 9,20 CHF | 9,22 CHF | 54 000 | 54 000 | 52 495 | 52 495 | 500 593 CHF | 501 643 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 9,58 CHF | 9,60 CHF | 51 500 | 51 500 | 53 235 | 53 235 | 525 339 CHF | 526 404 CHF | 98,77% | 98,77% |
15/11/2024 | 0,21% | 10,09 CHF | 10,11 CHF | 54 400 | 54 400 | 52 085 | 52 085 | 508 186 CHF | 509 227 CHF | 98,67% | 98,67% |
14/11/2024 | 0,20% | 9,63 CHF | 9,65 CHF | 50 600 | 50 600 | 56 183 | 56 183 | 576 968 CHF | 578 092 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 9,61 CHF | 9,63 CHF | 59 900 | 59 900 | 59 120 | 59 120 | 526 928 CHF | 528 110 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 8,93 CHF | 8,95 CHF | 58 600 | 58 600 | 60 944 | 60 944 | 537 336 CHF | 538 555 CHF | 99,80% | 99,80% |
11/11/2024 | 0,25% | 8,31 CHF | 8,33 CHF | 62 500 | 62 500 | 71 391 | 71 391 | 580 763 CHF | 582 191 CHF | 99,73% | 99,73% |
08/11/2024 | 0,30% | 7,20 CHF | 7,22 CHF | 77 200 | 77 200 | 77 499 | 77 499 | 521 845 CHF | 523 395 CHF | 99,15% | 99,15% |
07/11/2024 | 0,30% | 6,38 CHF | 6,40 CHF | 77 800 | 77 800 | 70 526 | 70 526 | 469 270 CHF | 470 680 CHF | 99,96% | 99,96% |