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 | 0,44% | 11,16 CHF | 11,21 CHF | 2 100 | 2 100 | 2 091 | 2 091 | 23 917 CHF | 24 021 CHF | 100,00% | 100,00% |
19/11/2024 | 0,68% | 11,29 CHF | 11,39 CHF | 1 000 | 1 000 | 1 078 | 1 078 | 15 979 CHF | 16 087 CHF | 99,81% | 99,81% |
18/11/2024 | - | 24,12 CHF | 24,10 CHF | 1 100 | 1 100 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | 0,46% | 25,47 CHF | 25,58 CHF | 1 000 | 1 000 | 998 | 998 | 25 713 CHF | 25 833 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 27,40 CHF | 27,55 CHF | 1 000 | 1 000 | 996 | 996 | 27 726 CHF | 27 875 CHF | 99,35% | 99,35% |
13/11/2024 | 0,53% | 27,70 CHF | 27,80 CHF | 1 100 | 1 100 | 1 034 | 1 034 | 27 833 CHF | 27 981 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 27,00 CHF | 27,10 CHF | 1 100 | 1 100 | 1 095 | 1 095 | 28 470 CHF | 28 580 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 25,45 CHF | 25,54 CHF | 1 200 | 1 200 | 1 185 | 1 185 | 29 160 CHF | 29 273 CHF | 99,93% | 99,93% |
08/11/2024 | 0,34% | 23,73 CHF | 23,81 CHF | 1 300 | 1 300 | 1 295 | 1 295 | 30 010 CHF | 30 114 CHF | 100,00% | 100,00% |
07/11/2024 | 0,63% | 21,37 CHF | 21,50 CHF | 900 | 900 | 894 | 894 | 18 407 CHF | 18 523 CHF | 100,00% | 100,00% |