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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/10/2024 | 0,44% | 11,00 CHF | 11,05 CHF | 2 960 | 2 960 | 2 910 | 2 910 | 33 073 CHF | 33 219 CHF | 100,00% | 100,00% |
29/10/2024 | 0,42% | 11,35 CHF | 11,40 CHF | 2 560 | 2 560 | 2 506 | 2 506 | 29 772 CHF | 29 897 CHF | 98,88% | 98,88% |
28/10/2024 | 0,39% | 13,55 CHF | 13,60 CHF | 2 530 | 2 530 | 2 534 | 2 534 | 32 991 CHF | 33 118 CHF | 100,00% | 100,00% |
25/10/2024 | 0,39% | 13,00 CHF | 13,05 CHF | 2 600 | 2 600 | 2 580 | 2 580 | 33 089 CHF | 33 219 CHF | 100,00% | 100,00% |
24/10/2024 | 0,39% | 12,80 CHF | 12,85 CHF | 2 560 | 2 560 | 2 526 | 2 526 | 32 919 CHF | 33 046 CHF | 100,00% | 100,00% |
23/10/2024 | 0,38% | 12,95 CHF | 13,00 CHF | 2 540 | 2 540 | 2 511 | 2 511 | 32 920 CHF | 33 046 CHF | 99,26% | 99,26% |
22/10/2024 | 0,38% | 13,10 CHF | 13,15 CHF | 2 410 | 2 410 | 2 388 | 2 388 | 31 432 CHF | 31 552 CHF | 100,00% | 100,00% |
21/10/2024 | 0,36% | 14,00 CHF | 14,05 CHF | 2 330 | 2 330 | 2 308 | 2 308 | 32 721 CHF | 32 836 CHF | 100,00% | 100,00% |
18/10/2024 | 0,35% | 14,35 CHF | 14,40 CHF | 2 330 | 2 330 | 2 310 | 2 310 | 32 890 CHF | 33 006 CHF | 100,00% | 100,00% |
17/10/2024 | 0,36% | 14,20 CHF | 14,25 CHF | 2 340 | 2 340 | 2 323 | 2 323 | 32 731 CHF | 32 847 CHF | 100,00% | 100,00% |