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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,34% | 14,95 CHF | 15,00 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 442 146 CHF | 443 633 CHF | 100,00% | 100,00% |
20/11/2024 | 0,34% | 14,55 CHF | 14,60 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 436 210 CHF | 437 695 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 14,55 CHF | 14,60 CHF | 30 000 | 30 000 | 29 719 | 29 718 | 432 443 CHF | 433 930 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 14,75 CHF | 14,80 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 437 598 CHF | 439 085 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 14,75 CHF | 14,80 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 445 299 CHF | 446 799 CHF | 83,45% | 83,45% |
14/11/2024 | 0,34% | 15,10 CHF | 15,15 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 444 622 CHF | 446 108 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 14,90 CHF | 14,95 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 441 618 CHF | 443 106 CHF | 99,30% | 99,30% |
12/11/2024 | 0,33% | 14,90 CHF | 14,95 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 448 605 CHF | 450 092 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 15,35 CHF | 15,40 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 456 587 CHF | 458 074 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 15,10 CHF | 15,15 CHF | 30 000 | 30 000 | 29 719 | 29 718 | 450 965 CHF | 452 448 CHF | 100,00% | 100,00% |