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% | 15,55 CHF | 15,60 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 465 231 CHF | 466 718 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 15,50 CHF | 15,55 CHF | 30 000 | 30 000 | 29 716 | 29 716 | 459 610 CHF | 461 097 CHF | 99,33% | 99,33% |
18/11/2024 | 0,32% | 15,75 CHF | 15,80 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 466 931 CHF | 468 418 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 15,85 CHF | 15,90 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 477 670 CHF | 479 170 CHF | 73,31% | 73,31% |
14/11/2024 | 0,31% | 16,25 CHF | 16,30 CHF | 30 000 | 30 000 | 29 719 | 29 718 | 485 666 CHF | 487 126 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 16,25 CHF | 16,30 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 478 873 CHF | 480 361 CHF | 99,87% | 99,87% |
12/11/2024 | 0,31% | 16,30 CHF | 16,35 CHF | 30 000 | 30 000 | 29 720 | 29 718 | 488 422 CHF | 489 869 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 16,45 CHF | 16,50 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 485 660 CHF | 487 148 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 16,10 CHF | 16,15 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 471 553 CHF | 473 040 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 15,80 CHF | 15,85 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 473 099 CHF | 474 586 CHF | 100,00% | 100,00% |