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 | 1,04% | 0,96 CHF | 0,97 CHF | 29 110 | 29 110 | 28 859 | 28 859 | 27 846 CHF | 28 135 CHF | 100,00% | 100,00% |
19/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 29 140 | 29 140 | 28 901 | 28 901 | 27 589 CHF | 27 878 CHF | 98,72% | 98,72% |
18/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 29 160 | 29 160 | 28 947 | 28 947 | 27 869 CHF | 28 159 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 29 060 | 29 060 | 29 034 | 29 034 | 29 133 CHF | 29 423 CHF | 71,64% | 71,64% |
14/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 28 720 | 28 720 | 28 562 | 28 562 | 29 461 CHF | 29 747 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 28 900 | 28 900 | 28 702 | 28 702 | 28 988 CHF | 29 275 CHF | 99,74% | 99,74% |
12/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 28 780 | 28 780 | 28 430 | 28 430 | 29 858 CHF | 30 142 CHF | 100,00% | 100,00% |
11/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 28 520 | 28 520 | 28 283 | 28 283 | 30 561 CHF | 30 844 CHF | 100,00% | 100,00% |
08/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 28 660 | 28 660 | 28 384 | 28 384 | 30 549 CHF | 30 834 CHF | 100,00% | 100,00% |
07/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 28 820 | 28 820 | 28 373 | 28 373 | 31 087 CHF | 31 371 CHF | 100,00% | 100,00% |