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 | 1,06% | 16,41 CHF | 16,46 CHF | 7 500 | 7 500 | 3 376 | 3 376 | 58 294 CHF | 58 750 CHF | 97,65% | 97,65% |
19/11/2024 | 1,06% | 17,58 CHF | 17,63 CHF | 7 300 | 7 300 | 3 291 | 3 291 | 57 487 CHF | 57 938 CHF | 98,65% | 98,65% |
18/11/2024 | 1,07% | 17,84 CHF | 17,89 CHF | 7 200 | 7 200 | 3 221 | 3 221 | 57 066 CHF | 57 511 CHF | 99,51% | 99,51% |
15/11/2024 | 1,06% | 17,89 CHF | 17,94 CHF | 7 300 | 7 300 | 3 313 | 3 313 | 58 736 CHF | 59 189 CHF | 98,67% | 98,67% |
14/11/2024 | 1,06% | 17,77 CHF | 17,82 CHF | 7 200 | 7 200 | 3 214 | 3 214 | 57 722 CHF | 58 165 CHF | 97,63% | 97,63% |
13/11/2024 | 1,04% | 17,82 CHF | 17,87 CHF | 6 800 | 6 800 | 3 056 | 3 056 | 56 877 CHF | 57 315 CHF | 95,82% | 95,82% |
12/11/2024 | 1,07% | 19,44 CHF | 19,49 CHF | 6 700 | 6 700 | 3 019 | 3 019 | 58 206 CHF | 58 653 CHF | 97,05% | 97,05% |
11/11/2024 | 1,03% | 19,71 CHF | 19,76 CHF | 6 900 | 6 900 | 3 135 | 3 135 | 60 389 CHF | 60 832 CHF | 98,45% | 98,45% |
08/11/2024 | 1,07% | 18,53 CHF | 18,58 CHF | 7 400 | 7 400 | 3 367 | 3 367 | 59 890 CHF | 60 344 CHF | 98,53% | 98,53% |
07/11/2024 | 1,04% | 17,26 CHF | 17,31 CHF | 7 400 | 7 400 | 3 323 | 3 323 | 58 792 CHF | 59 244 CHF | 99,02% | 99,02% |