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 | 0,42% | 14,33 CHF | 14,39 CHF | 3 800 | 3 800 | 3 698 | 3 698 | 53 258 CHF | 53 480 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 13,96 CHF | 14,02 CHF | 3 700 | 3 700 | 3 595 | 3 595 | 50 960 CHF | 51 176 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 14,50 CHF | 14,56 CHF | 3 800 | 3 800 | 3 699 | 3 699 | 52 792 CHF | 53 014 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 14,17 CHF | 14,23 CHF | 3 900 | 3 900 | 3 791 | 3 791 | 53 679 CHF | 53 906 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 13,64 CHF | 13,70 CHF | 3 900 | 3 900 | 3 798 | 3 798 | 50 343 CHF | 50 571 CHF | 99,35% | 99,35% |
13/11/2024 | 0,43% | 13,63 CHF | 13,69 CHF | 3 900 | 3 900 | 3 798 | 3 798 | 52 851 CHF | 53 079 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 13,65 CHF | 13,71 CHF | 3 500 | 3 500 | 3 387 | 3 387 | 48 256 CHF | 48 459 CHF | 98,86% | 100,00% |
11/11/2024 | 0,43% | 15,50 CHF | 15,57 CHF | 3 200 | 3 200 | 3 117 | 3 117 | 50 702 CHF | 50 920 CHF | 99,93% | 99,93% |
08/11/2024 | 0,44% | 16,40 CHF | 16,48 CHF | 2 700 | 2 700 | 2 550 | 2 550 | 45 856 CHF | 46 060 CHF | 100,00% | 100,00% |
07/11/2024 | 0,38% | 21,41 CHF | 21,49 CHF | 2 800 | 2 800 | 2 726 | 2 726 | 57 122 CHF | 57 340 CHF | 98,41% | 98,41% |