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 | 0,34% | 15,15 CHF | 15,20 CHF | 16 923 | 16 923 | 16 867 | 16 867 | 253 636 CHF | 254 480 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 15,10 CHF | 15,15 CHF | 17 013 | 17 013 | 16 723 | 16 723 | 255 555 CHF | 256 392 CHF | 98,68% | 98,68% |
18/11/2024 | 0,34% | 15,25 CHF | 15,30 CHF | 16 922 | 16 922 | 16 945 | 16 945 | 253 426 CHF | 254 274 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 14,70 CHF | 14,75 CHF | 17 275 | 17 275 | 17 309 | 17 309 | 254 284 CHF | 255 149 CHF | 70,88% | 70,88% |
14/11/2024 | 0,35% | 14,55 CHF | 14,60 CHF | 17 390 | 17 390 | 17 393 | 17 393 | 247 994 CHF | 248 865 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 14,80 CHF | 14,85 CHF | 17 208 | 17 208 | 17 028 | 17 028 | 254 138 CHF | 254 990 CHF | 99,90% | 99,90% |
12/11/2024 | 0,35% | 14,65 CHF | 14,70 CHF | 17 346 | 17 346 | 17 267 | 17 267 | 251 137 CHF | 252 001 CHF | 100,00% | 100,00% |
11/11/2024 | 0,34% | 14,55 CHF | 14,60 CHF | 17 478 | 17 478 | 16 997 | 16 997 | 255 696 CHF | 256 547 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 15,25 CHF | 15,30 CHF | 17 108 | 17 108 | 16 926 | 16 926 | 259 341 CHF | 260 188 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 15,55 CHF | 15,60 CHF | 17 008 | 17 008 | 17 032 | 17 032 | 259 219 CHF | 260 072 CHF | 100,00% | 100,00% |