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 | 0,38% | 13,25 CHF | 13,30 CHF | 37 500 | 37 500 | 37 148 | 37 148 | 497 570 CHF | 499 429 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 13,25 CHF | 13,30 CHF | 37 500 | 37 500 | 37 145 | 37 145 | 490 791 CHF | 492 650 CHF | 99,33% | 99,33% |
18/11/2024 | 0,37% | 13,50 CHF | 13,55 CHF | 37 500 | 37 500 | 37 149 | 37 146 | 499 626 CHF | 501 443 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 13,60 CHF | 13,65 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 511 979 CHF | 513 854 CHF | 73,09% | 73,09% |
14/11/2024 | 0,36% | 14,00 CHF | 14,05 CHF | 37 500 | 37 500 | 37 146 | 37 146 | 522 988 CHF | 524 847 CHF | 100,00% | 100,00% |
13/11/2024 | 0,36% | 14,00 CHF | 14,05 CHF | 37 500 | 37 500 | 37 148 | 37 148 | 514 966 CHF | 516 825 CHF | 99,86% | 99,86% |
12/11/2024 | 0,36% | 14,05 CHF | 14,10 CHF | 37 500 | 37 500 | 37 150 | 37 147 | 527 025 CHF | 528 840 CHF | 100,00% | 100,00% |
11/11/2024 | 0,36% | 14,20 CHF | 14,25 CHF | 37 500 | 37 500 | 37 146 | 37 146 | 523 761 CHF | 525 620 CHF | 100,00% | 100,00% |
08/11/2024 | 0,37% | 13,85 CHF | 13,90 CHF | 37 500 | 37 500 | 37 149 | 37 146 | 506 906 CHF | 508 726 CHF | 100,00% | 100,00% |
07/11/2024 | 0,37% | 13,55 CHF | 13,60 CHF | 37 500 | 37 500 | 37 148 | 37 146 | 508 621 CHF | 510 450 CHF | 100,00% | 100,00% |