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 | 0,58% | 16,10 CHF | 16,15 CHF | 3 260 | 3 260 | 2 163 | 2 163 | 35 639 CHF | 35 830 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 16,10 CHF | 16,15 CHF | 3 280 | 3 280 | 2 187 | 2 187 | 35 317 CHF | 35 510 CHF | 99,08% | 99,08% |
18/11/2024 | 0,59% | 16,50 CHF | 16,55 CHF | 3 240 | 3 240 | 2 170 | 2 170 | 35 630 CHF | 35 822 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 16,50 CHF | 16,55 CHF | 3 240 | 3 240 | 2 123 | 2 123 | 36 017 CHF | 36 210 CHF | 72,08% | 72,08% |
14/11/2024 | 0,56% | 17,25 CHF | 17,30 CHF | 3 180 | 3 180 | 2 121 | 2 121 | 36 657 CHF | 36 844 CHF | 100,00% | 100,00% |
13/11/2024 | 0,57% | 16,85 CHF | 16,90 CHF | 3 210 | 3 210 | 2 155 | 2 155 | 36 257 CHF | 36 447 CHF | 99,91% | 99,91% |
12/11/2024 | 0,58% | 16,75 CHF | 16,80 CHF | 3 230 | 3 230 | 2 172 | 2 172 | 35 911 CHF | 36 104 CHF | 100,00% | 100,00% |
11/11/2024 | 0,57% | 16,50 CHF | 16,55 CHF | 3 260 | 3 260 | 2 161 | 2 161 | 36 427 CHF | 36 618 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 16,90 CHF | 16,95 CHF | 3 240 | 3 240 | 2 170 | 2 170 | 36 791 CHF | 36 983 CHF | 100,00% | 100,00% |
07/11/2024 | 0,57% | 17,05 CHF | 17,10 CHF | 3 250 | 3 250 | 2 191 | 2 191 | 36 635 CHF | 36 828 CHF | 99,60% | 99,60% |