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 | 0,36% | 14,05 CHF | 14,10 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 420 988 CHF | 422 472 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 14,00 CHF | 14,05 CHF | 30 000 | 30 000 | 29 719 | 29 718 | 417 231 CHF | 418 716 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 14,25 CHF | 14,30 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 422 242 CHF | 423 729 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 14,20 CHF | 14,25 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 429 895 CHF | 431 395 CHF | 83,45% | 83,45% |
14/11/2024 | 0,35% | 14,60 CHF | 14,65 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 429 503 CHF | 430 989 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 14,35 CHF | 14,40 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 426 450 CHF | 427 938 CHF | 99,29% | 99,29% |
12/11/2024 | 0,35% | 14,40 CHF | 14,45 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 433 393 CHF | 434 881 CHF | 100,00% | 100,00% |
11/11/2024 | 0,34% | 14,85 CHF | 14,90 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 441 400 CHF | 442 887 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 14,60 CHF | 14,65 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 435 873 CHF | 437 357 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 14,85 CHF | 14,90 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 443 104 CHF | 444 591 CHF | 100,00% | 100,00% |