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 | 0,35% | 14,50 CHF | 14,55 CHF | 16 917 | 16 917 | 16 867 | 16 867 | 243 372 CHF | 244 216 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 14,50 CHF | 14,55 CHF | 17 013 | 17 013 | 16 723 | 16 723 | 245 405 CHF | 246 242 CHF | 98,68% | 98,68% |
18/11/2024 | 0,35% | 14,65 CHF | 14,70 CHF | 16 920 | 16 920 | 16 948 | 16 948 | 243 158 CHF | 244 007 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 14,10 CHF | 14,15 CHF | 17 275 | 17 275 | 17 308 | 17 308 | 243 678 CHF | 244 543 CHF | 70,89% | 70,89% |
14/11/2024 | 0,37% | 13,95 CHF | 14,00 CHF | 17 383 | 17 383 | 17 390 | 17 390 | 237 334 CHF | 238 205 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 14,20 CHF | 14,25 CHF | 17 208 | 17 208 | 17 028 | 17 028 | 243 825 CHF | 244 677 CHF | 99,91% | 99,91% |
12/11/2024 | 0,36% | 14,05 CHF | 14,10 CHF | 17 346 | 17 346 | 17 268 | 17 268 | 240 712 CHF | 241 576 CHF | 100,00% | 100,00% |
11/11/2024 | 0,35% | 13,90 CHF | 13,95 CHF | 17 476 | 17 476 | 16 997 | 16 997 | 245 449 CHF | 246 300 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 14,65 CHF | 14,70 CHF | 17 108 | 17 108 | 16 926 | 16 926 | 249 220 CHF | 250 067 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 14,95 CHF | 15,00 CHF | 17 009 | 17 009 | 17 032 | 17 032 | 249 016 CHF | 249 869 CHF | 100,00% | 100,00% |