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 | 0,99% | 28,06 CHF | 28,34 CHF | 10 000 | 9 750 | 10 000 | 9 818 | 280 647 CHF | 278 286 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 27,97 CHF | 28,25 CHF | 9 900 | 9 700 | 9 947 | 9 718 | 277 306 CHF | 273 637 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 27,82 CHF | 28,10 CHF | 9 952 | 10 000 | 9 954 | 10 000 | 276 192 CHF | 280 276 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 27,86 CHF | 28,14 CHF | 9 940 | 9 991 | 9 941 | 9 991 | 276 989 CHF | 281 169 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 27,84 CHF | 28,12 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 278 313 CHF | 281 113 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 27,69 CHF | 27,97 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 276 100 CHF | 278 900 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 27,58 CHF | 27,86 CHF | 10 000 | 9 980 | 10 000 | 9 980 | 276 107 CHF | 278 351 CHF | 100,00% | 100,00% |
11/11/2024 | 1,01% | 27,67 CHF | 27,95 CHF | 10 000 | 9 974 | 10 000 | 9 976 | 276 605 CHF | 278 732 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 27,86 CHF | 28,14 CHF | 10 000 | 9 798 | 10 000 | 9 799 | 278 246 CHF | 275 402 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 27,77 CHF | 28,05 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 278 525 CHF | 281 325 CHF | 100,00% | 100,00% |