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 | 0,07% | 14,90 CHF | 14,91 CHF | 54 000 | 54 000 | 29 900 | 29 900 | 450 793 CHF | 451 092 CHF | 99,90% | 99,90% |
19/11/2024 | 0,07% | 14,86 CHF | 14,87 CHF | 54 000 | 54 000 | 29 789 | 29 789 | 444 014 CHF | 444 312 CHF | 100,00% | 100,00% |
18/11/2024 | 0,07% | 15,10 CHF | 15,11 CHF | 54 000 | 54 000 | 29 873 | 29 873 | 450 387 CHF | 450 686 CHF | 99,55% | 99,55% |
15/11/2024 | 0,07% | 15,11 CHF | 15,12 CHF | 54 000 | 54 000 | 30 002 | 30 002 | 460 464 CHF | 460 764 CHF | 98,96% | 98,96% |
14/11/2024 | 0,07% | 15,50 CHF | 15,51 CHF | 52 000 | 52 000 | 28 835 | 28 835 | 447 682 CHF | 447 971 CHF | 99,67% | 99,67% |
13/11/2024 | 0,07% | 15,25 CHF | 15,26 CHF | 54 000 | 54 000 | 29 855 | 29 855 | 454 914 CHF | 455 213 CHF | 100,00% | 100,00% |
12/11/2024 | 0,07% | 15,18 CHF | 15,19 CHF | 54 000 | 54 000 | 29 853 | 29 853 | 450 565 CHF | 450 864 CHF | 100,00% | 100,00% |
11/11/2024 | 0,07% | 15,04 CHF | 15,05 CHF | 54 000 | 54 000 | 29 860 | 29 860 | 454 712 CHF | 455 011 CHF | 100,00% | 100,00% |
08/11/2024 | 0,07% | 15,19 CHF | 15,20 CHF | 54 000 | 54 000 | 29 923 | 29 923 | 455 671 CHF | 455 971 CHF | 99,20% | 99,20% |
07/11/2024 | 0,07% | 15,25 CHF | 15,26 CHF | 54 000 | 54 000 | 29 844 | 29 844 | 451 342 CHF | 451 640 CHF | 100,00% | 100,00% |