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% | 28,69 CHF | 28,98 CHF | 9 525 | 8 377 | 9 597 | 9 090 | 278 373 CHF | 266 327 CHF | 100,00% | 100,00% |
19/11/2024 | 1,55% | 28,92 CHF | 29,21 CHF | 9 886 | 9 477 | 9 966 | 9 594 | 287 308 CHF | 280 923 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 29,07 CHF | 29,36 CHF | 8 721 | 8 284 | 9 392 | 8 340 | 272 328 CHF | 244 230 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 29,22 CHF | 29,51 CHF | 9 982 | 8 690 | 9 986 | 8 964 | 290 890 CHF | 263 696 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 29,43 CHF | 29,73 CHF | 10 000 | 8 450 | 10 000 | 9 194 | 295 627 CHF | 274 574 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 29,45 CHF | 29,75 CHF | 10 000 | 9 437 | 10 000 | 9 494 | 293 321 CHF | 281 290 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 29,47 CHF | 29,77 CHF | 10 000 | 4 862 | 10 000 | 5 389 | 295 509 CHF | 160 890 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 29,63 CHF | 29,93 CHF | 10 000 | 6 046 | 10 000 | 7 849 | 293 372 CHF | 232 513 CHF | 100,00% | 100,00% |
08/11/2024 | 1,14% | 28,70 CHF | 28,99 CHF | 10 000 | 9 133 | 10 000 | 9 401 | 284 313 CHF | 270 329 CHF | 100,00% | 100,00% |
07/11/2024 | 1,41% | 28,15 CHF | 28,55 CHF | 10 000 | 8 314 | 10 000 | 8 950 | 282 114 CHF | 256 087 CHF | 100,00% | 100,00% |