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 | 0,84% | 15,70 CHF | 15,75 CHF | 3 460 | 3 460 | 2 291 | 2 291 | 36 770 CHF | 37 050 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 15,90 CHF | 15,95 CHF | 3 450 | 3 450 | 2 329 | 2 329 | 36 316 CHF | 36 602 CHF | 99,09% | 99,09% |
18/11/2024 | 0,88% | 15,65 CHF | 15,70 CHF | 3 480 | 3 480 | 2 341 | 2 341 | 36 135 CHF | 36 422 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 15,15 CHF | 15,20 CHF | 3 530 | 3 530 | 2 311 | 2 311 | 36 072 CHF | 36 363 CHF | 72,09% | 72,09% |
14/11/2024 | 0,82% | 15,90 CHF | 15,95 CHF | 3 450 | 3 450 | 2 273 | 2 273 | 37 203 CHF | 37 482 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 16,50 CHF | 16,55 CHF | 3 390 | 3 390 | 2 259 | 2 259 | 37 682 CHF | 37 960 CHF | 99,92% | 99,92% |
12/11/2024 | 0,82% | 16,55 CHF | 16,60 CHF | 3 390 | 3 390 | 2 266 | 2 266 | 37 561 CHF | 37 839 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 16,50 CHF | 16,55 CHF | 3 400 | 3 400 | 2 289 | 2 289 | 37 402 CHF | 37 683 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 16,20 CHF | 16,25 CHF | 3 450 | 3 450 | 2 304 | 2 304 | 37 651 CHF | 37 934 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 16,25 CHF | 16,30 CHF | 3 460 | 3 460 | 2 330 | 2 330 | 37 458 CHF | 37 744 CHF | 100,00% | 100,00% |