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 | 0,91% | 18,22 CHF | 18,25 CHF | 6 800 | 6 800 | 3 045 | 3 045 | 57 418 CHF | 57 791 CHF | 98,17% | 98,17% |
19/11/2024 | 0,91% | 18,96 CHF | 18,99 CHF | 6 800 | 6 800 | 3 041 | 3 041 | 57 220 CHF | 57 588 CHF | 96,93% | 96,93% |
18/11/2024 | 0,91% | 18,95 CHF | 18,98 CHF | 7 000 | 7 000 | 3 139 | 3 139 | 58 447 CHF | 58 823 CHF | 99,70% | 99,70% |
15/11/2024 | 0,93% | 18,86 CHF | 18,89 CHF | 7 100 | 7 100 | 3 189 | 3 189 | 58 254 CHF | 58 631 CHF | 98,64% | 98,64% |
14/11/2024 | 0,90% | 18,89 CHF | 18,92 CHF | 7 000 | 7 000 | 3 150 | 3 150 | 59 237 CHF | 59 611 CHF | 97,67% | 97,67% |
13/11/2024 | 0,91% | 18,54 CHF | 18,57 CHF | 7 000 | 7 000 | 3 148 | 3 148 | 58 043 CHF | 58 417 CHF | 96,93% | 96,93% |
12/11/2024 | 0,90% | 18,56 CHF | 18,59 CHF | 6 900 | 6 900 | 3 166 | 3 166 | 58 693 CHF | 59 068 CHF | 95,40% | 95,40% |
11/11/2024 | 0,89% | 18,92 CHF | 18,95 CHF | 7 200 | 7 200 | 3 216 | 3 216 | 59 850 CHF | 60 217 CHF | 99,30% | 99,30% |
08/11/2024 | 0,93% | 18,23 CHF | 18,26 CHF | 7 400 | 7 400 | 3 352 | 3 352 | 58 909 CHF | 59 294 CHF | 98,65% | 98,65% |
07/11/2024 | 0,91% | 16,89 CHF | 16,92 CHF | 7 500 | 7 500 | 3 249 | 3 249 | 56 805 CHF | 57 171 CHF | 97,38% | 97,38% |