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 | 1,92% | 77,30 CHF | 78,90 CHF | 9 800 | 9 800 | 9 782 | 9 782 | 762 312 CHF | 777 089 CHF | 100,00% | 100,00% |
19/11/2024 | 1,89% | 77,50 CHF | 79,10 CHF | 9 800 | 9 800 | 9 779 | 9 779 | 764 065 CHF | 778 630 CHF | 100,00% | 100,00% |
18/11/2024 | 1,72% | 80,70 CHF | 82,10 CHF | 9 600 | 9 600 | 9 600 | 9 600 | 772 101 CHF | 785 532 CHF | 100,00% | 100,00% |
15/11/2024 | 1,73% | 79,50 CHF | 80,90 CHF | 9 700 | 9 700 | 9 606 | 9 606 | 771 440 CHF | 784 880 CHF | 100,00% | 100,00% |
14/11/2024 | 1,72% | 81,30 CHF | 82,70 CHF | 9 500 | 9 500 | 9 560 | 9 560 | 770 825 CHF | 784 200 CHF | 100,00% | 100,00% |
13/11/2024 | 1,75% | 79,30 CHF | 80,70 CHF | 9 700 | 9 700 | 9 653 | 9 653 | 766 815 CHF | 780 320 CHF | 100,00% | 100,00% |
12/11/2024 | 1,73% | 79,50 CHF | 80,90 CHF | 9 600 | 9 600 | 9 600 | 9 600 | 770 050 CHF | 783 481 CHF | 100,00% | 100,00% |
11/11/2024 | 1,69% | 81,70 CHF | 83,10 CHF | 9 500 | 9 500 | 9 429 | 9 429 | 775 126 CHF | 788 317 CHF | 100,00% | 100,00% |
08/11/2024 | 1,69% | 81,70 CHF | 83,10 CHF | 9 500 | 9 500 | 9 468 | 9 468 | 776 909 CHF | 790 154 CHF | 100,00% | 100,00% |
07/11/2024 | 1,67% | 82,50 CHF | 83,90 CHF | 9 400 | 9 400 | 9 400 | 9 400 | 779 202 CHF | 792 353 CHF | 99,24% | 99,24% |