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 | 1,33% | 76,29 CHF | 77,31 CHF | 9 800 | 9 800 | 9 782 | 9 776 | 749 997 CHF | 759 607 CHF | 99,37% | 99,37% |
19/11/2024 | 1,32% | 76,49 CHF | 77,51 CHF | 9 800 | 9 800 | 9 779 | 9 779 | 750 920 CHF | 760 924 CHF | 100,00% | 100,00% |
18/11/2024 | 1,29% | 78,69 CHF | 79,71 CHF | 9 600 | 9 600 | 9 600 | 9 600 | 753 745 CHF | 763 565 CHF | 100,00% | 100,00% |
15/11/2024 | 1,30% | 77,69 CHF | 78,71 CHF | 9 700 | 9 700 | 9 606 | 9 606 | 751 988 CHF | 761 815 CHF | 100,00% | 100,00% |
14/11/2024 | 1,30% | 79,09 CHF | 80,11 CHF | 9 500 | 9 500 | 9 548 | 9 548 | 750 758 CHF | 760 528 CHF | 100,00% | 100,00% |
13/11/2024 | 1,31% | 77,69 CHF | 78,71 CHF | 9 700 | 9 700 | 9 653 | 9 653 | 750 910 CHF | 760 786 CHF | 100,00% | 100,00% |
12/11/2024 | 1,30% | 77,89 CHF | 78,91 CHF | 9 600 | 9 600 | 9 600 | 9 600 | 751 240 CHF | 761 061 CHF | 100,00% | 100,00% |
11/11/2024 | 1,28% | 79,29 CHF | 80,31 CHF | 9 500 | 9 500 | 9 429 | 9 429 | 751 243 CHF | 760 889 CHF | 100,00% | 100,00% |
08/11/2024 | 1,28% | 79,29 CHF | 80,31 CHF | 9 500 | 9 500 | 9 468 | 9 468 | 753 202 CHF | 762 888 CHF | 100,00% | 100,00% |
07/11/2024 | 1,27% | 79,89 CHF | 80,91 CHF | 9 400 | 9 400 | 9 400 | 9 400 | 753 986 CHF | 763 602 CHF | 99,24% | 99,24% |