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 | 0,36% | 13,90 CHF | 13,95 CHF | 16 919 | 16 919 | 16 867 | 16 867 | 233 083 CHF | 233 927 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 13,90 CHF | 13,95 CHF | 17 013 | 17 013 | 16 723 | 16 723 | 235 249 CHF | 236 086 CHF | 98,68% | 98,68% |
18/11/2024 | 0,37% | 14,05 CHF | 14,10 CHF | 16 910 | 16 910 | 16 948 | 16 948 | 232 838 CHF | 233 686 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 13,45 CHF | 13,50 CHF | 17 270 | 17 270 | 17 307 | 17 307 | 233 107 CHF | 233 973 CHF | 70,88% | 70,88% |
14/11/2024 | 0,39% | 13,35 CHF | 13,40 CHF | 17 375 | 17 375 | 17 390 | 17 390 | 226 696 CHF | 227 567 CHF | 100,00% | 100,00% |
13/11/2024 | 0,37% | 13,60 CHF | 13,65 CHF | 17 208 | 17 208 | 17 030 | 17 030 | 233 523 CHF | 234 375 CHF | 99,89% | 99,89% |
12/11/2024 | 0,38% | 13,40 CHF | 13,45 CHF | 17 364 | 17 364 | 17 267 | 17 267 | 230 242 CHF | 231 106 CHF | 100,00% | 100,00% |
11/11/2024 | 0,36% | 13,30 CHF | 13,35 CHF | 17 474 | 17 474 | 17 001 | 17 001 | 235 239 CHF | 236 090 CHF | 100,00% | 100,00% |
08/11/2024 | 0,36% | 14,05 CHF | 14,10 CHF | 17 109 | 17 109 | 16 926 | 16 926 | 239 095 CHF | 239 942 CHF | 100,00% | 100,00% |
07/11/2024 | 0,36% | 14,35 CHF | 14,40 CHF | 17 011 | 17 011 | 17 032 | 17 032 | 238 813 CHF | 239 665 CHF | 100,00% | 100,00% |