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 | 0,80% | 16,35 CHF | 16,40 CHF | 3 460 | 3 460 | 2 291 | 2 291 | 38 295 CHF | 38 575 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 16,60 CHF | 16,65 CHF | 3 450 | 3 450 | 2 330 | 2 330 | 37 863 CHF | 38 149 CHF | 99,09% | 99,09% |
18/11/2024 | 0,84% | 16,30 CHF | 16,35 CHF | 3 480 | 3 480 | 2 341 | 2 341 | 37 690 CHF | 37 977 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 15,80 CHF | 15,85 CHF | 3 530 | 3 530 | 2 311 | 2 311 | 37 611 CHF | 37 902 CHF | 72,13% | 72,13% |
14/11/2024 | 0,79% | 16,60 CHF | 16,65 CHF | 3 450 | 3 450 | 2 273 | 2 273 | 38 725 CHF | 39 003 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 17,15 CHF | 17,20 CHF | 3 390 | 3 390 | 2 259 | 2 259 | 39 176 CHF | 39 453 CHF | 99,93% | 99,93% |
12/11/2024 | 0,79% | 17,20 CHF | 17,25 CHF | 3 390 | 3 390 | 2 266 | 2 266 | 39 058 CHF | 39 337 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 17,15 CHF | 17,20 CHF | 3 400 | 3 400 | 2 289 | 2 289 | 38 915 CHF | 39 197 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 16,85 CHF | 16,90 CHF | 3 450 | 3 450 | 2 304 | 2 304 | 39 153 CHF | 39 435 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 16,90 CHF | 16,95 CHF | 3 460 | 3 460 | 2 330 | 2 330 | 38 986 CHF | 39 273 CHF | 100,00% | 100,00% |