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 | 0,32% | 15,70 CHF | 15,75 CHF | 50 000 | 50 000 | 49 706 | 49 706 | 786 130 CHF | 788 616 CHF | 99,61% | 99,61% |
19/11/2024 | 0,32% | 15,65 CHF | 15,70 CHF | 50 000 | 50 000 | 49 843 | 49 843 | 778 889 CHF | 781 382 CHF | 98,63% | 98,63% |
18/11/2024 | 0,32% | 15,90 CHF | 15,95 CHF | 50 000 | 50 000 | 49 587 | 49 587 | 787 161 CHF | 789 642 CHF | 99,88% | 99,88% |
15/11/2024 | 0,31% | 16,00 CHF | 16,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 804 067 CHF | 806 567 CHF | 72,84% | 72,84% |
14/11/2024 | 0,31% | 16,40 CHF | 16,45 CHF | 50 000 | 50 000 | 49 532 | 49 530 | 817 281 CHF | 819 720 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 16,45 CHF | 16,50 CHF | 50 000 | 50 000 | 49 765 | 49 765 | 809 925 CHF | 812 414 CHF | 99,35% | 99,35% |
12/11/2024 | 0,30% | 16,50 CHF | 16,55 CHF | 50 000 | 50 000 | 49 534 | 49 530 | 821 981 CHF | 824 394 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 16,60 CHF | 16,65 CHF | 50 000 | 50 000 | 49 560 | 49 560 | 817 762 CHF | 820 243 CHF | 99,94% | 99,94% |
08/11/2024 | 0,31% | 16,25 CHF | 16,30 CHF | 50 000 | 50 000 | 49 606 | 49 606 | 794 871 CHF | 797 354 CHF | 99,84% | 99,84% |
07/11/2024 | 0,31% | 15,95 CHF | 16,00 CHF | 50 000 | 50 000 | 49 757 | 49 757 | 800 035 CHF | 802 524 CHF | 99,50% | 99,50% |