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% | 14,30 CHF | 14,35 CHF | 35 000 | 35 000 | 34 671 | 34 671 | 501 005 CHF | 502 740 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 14,30 CHF | 14,35 CHF | 35 000 | 35 000 | 34 669 | 34 669 | 494 555 CHF | 496 291 CHF | 99,33% | 99,33% |
18/11/2024 | 0,35% | 14,55 CHF | 14,60 CHF | 35 000 | 35 000 | 34 671 | 34 671 | 502 916 CHF | 504 652 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 14,65 CHF | 14,70 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 514 881 CHF | 516 631 CHF | 73,52% | 73,52% |
14/11/2024 | 0,33% | 15,05 CHF | 15,10 CHF | 35 000 | 35 000 | 34 673 | 34 670 | 524 814 CHF | 526 514 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 15,05 CHF | 15,10 CHF | 35 000 | 35 000 | 34 672 | 34 672 | 517 061 CHF | 518 797 CHF | 99,87% | 99,87% |
12/11/2024 | 0,33% | 15,10 CHF | 15,15 CHF | 35 000 | 35 000 | 34 674 | 34 671 | 528 270 CHF | 529 962 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 15,25 CHF | 15,30 CHF | 35 000 | 35 000 | 34 670 | 34 670 | 525 157 CHF | 526 892 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 14,90 CHF | 14,95 CHF | 35 000 | 35 000 | 34 672 | 34 672 | 509 024 CHF | 510 759 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 14,60 CHF | 14,65 CHF | 35 000 | 35 000 | 34 671 | 34 671 | 510 814 CHF | 512 550 CHF | 100,00% | 100,00% |