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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,07% | 14,02 CHF | 14,03 CHF | 54 000 | 54 000 | 29 816 | 29 816 | 420 987 CHF | 421 286 CHF | 99,94% | 99,94% |
22/11/2024 | 0,07% | 13,98 CHF | 13,99 CHF | 54 000 | 54 000 | 29 857 | 29 857 | 416 741 CHF | 417 040 CHF | 100,00% | 100,00% |
20/11/2024 | 0,07% | 13,84 CHF | 13,85 CHF | 54 000 | 54 000 | 29 899 | 29 899 | 418 944 CHF | 419 243 CHF | 99,90% | 99,90% |
19/11/2024 | 0,07% | 13,80 CHF | 13,81 CHF | 54 000 | 54 000 | 29 789 | 29 789 | 412 420 CHF | 412 718 CHF | 100,00% | 100,00% |
18/11/2024 | 0,07% | 14,04 CHF | 14,05 CHF | 54 000 | 54 000 | 29 873 | 29 873 | 418 530 CHF | 418 829 CHF | 99,55% | 99,55% |
15/11/2024 | 0,07% | 14,04 CHF | 14,05 CHF | 54 000 | 54 000 | 29 899 | 29 899 | 426 939 CHF | 427 238 CHF | 99,28% | 99,28% |
14/11/2024 | 0,07% | 14,43 CHF | 14,44 CHF | 52 000 | 52 000 | 28 812 | 28 812 | 416 474 CHF | 416 763 CHF | 100,00% | 100,00% |
13/11/2024 | 0,07% | 14,18 CHF | 14,19 CHF | 54 000 | 54 000 | 29 856 | 29 856 | 423 222 CHF | 423 521 CHF | 100,00% | 100,00% |
12/11/2024 | 0,07% | 14,12 CHF | 14,13 CHF | 54 000 | 54 000 | 29 853 | 29 853 | 418 945 CHF | 419 244 CHF | 100,00% | 100,00% |
11/11/2024 | 0,07% | 13,99 CHF | 14,00 CHF | 54 000 | 54 000 | 29 860 | 29 860 | 423 140 CHF | 423 439 CHF | 100,00% | 100,00% |