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 | 0,78% | 16,95 CHF | 17,00 CHF | 3 460 | 3 460 | 2 291 | 2 291 | 39 668 CHF | 39 948 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 17,20 CHF | 17,25 CHF | 3 450 | 3 450 | 2 330 | 2 330 | 39 255 CHF | 39 541 CHF | 99,09% | 99,09% |
18/11/2024 | 0,81% | 16,90 CHF | 16,95 CHF | 3 480 | 3 480 | 2 341 | 2 341 | 39 093 CHF | 39 381 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 16,40 CHF | 16,45 CHF | 3 530 | 3 530 | 2 312 | 2 312 | 39 009 CHF | 39 300 CHF | 71,94% | 71,94% |
14/11/2024 | 0,76% | 17,20 CHF | 17,25 CHF | 3 450 | 3 450 | 2 273 | 2 273 | 40 091 CHF | 40 370 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 17,75 CHF | 17,80 CHF | 3 390 | 3 390 | 2 259 | 2 259 | 40 522 CHF | 40 800 CHF | 99,92% | 99,92% |
12/11/2024 | 0,76% | 17,80 CHF | 17,85 CHF | 3 390 | 3 390 | 2 266 | 2 266 | 40 407 CHF | 40 686 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 17,75 CHF | 17,80 CHF | 3 400 | 3 400 | 2 289 | 2 289 | 40 271 CHF | 40 553 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 17,45 CHF | 17,50 CHF | 3 450 | 3 450 | 2 304 | 2 304 | 40 527 CHF | 40 810 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 17,50 CHF | 17,55 CHF | 3 460 | 3 460 | 2 330 | 2 330 | 40 358 CHF | 40 644 CHF | 100,00% | 100,00% |