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% | 14,45 CHF | 14,50 CHF | 35 000 | 35 000 | 34 671 | 34 671 | 506 247 CHF | 507 982 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 14,45 CHF | 14,50 CHF | 35 000 | 35 000 | 34 669 | 34 669 | 499 787 CHF | 501 522 CHF | 99,32% | 99,32% |
18/11/2024 | 0,34% | 14,70 CHF | 14,75 CHF | 35 000 | 35 000 | 34 672 | 34 672 | 508 167 CHF | 509 903 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 14,80 CHF | 14,85 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 520 249 CHF | 521 999 CHF | 73,02% | 73,02% |
14/11/2024 | 0,33% | 15,20 CHF | 15,25 CHF | 35 000 | 35 000 | 34 673 | 34 671 | 530 054 CHF | 531 761 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 15,20 CHF | 15,25 CHF | 35 000 | 35 000 | 34 671 | 34 671 | 522 284 CHF | 524 019 CHF | 99,86% | 99,86% |
12/11/2024 | 0,33% | 15,25 CHF | 15,30 CHF | 35 000 | 35 000 | 34 674 | 34 671 | 533 487 CHF | 535 179 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 15,40 CHF | 15,45 CHF | 35 000 | 35 000 | 34 672 | 34 672 | 530 376 CHF | 532 112 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 15,05 CHF | 15,10 CHF | 35 000 | 35 000 | 34 672 | 34 672 | 514 168 CHF | 515 904 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 14,75 CHF | 14,80 CHF | 35 000 | 35 000 | 34 670 | 34 670 | 515 968 CHF | 517 703 CHF | 100,00% | 100,00% |