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 | 0,59% | 15,85 CHF | 15,90 CHF | 3 260 | 3 260 | 2 163 | 2 163 | 35 087 CHF | 35 278 CHF | 100,00% | 100,00% |
19/11/2024 | 0,60% | 15,85 CHF | 15,90 CHF | 3 280 | 3 280 | 2 187 | 2 187 | 34 768 CHF | 34 961 CHF | 99,08% | 99,08% |
18/11/2024 | 0,59% | 16,25 CHF | 16,30 CHF | 3 240 | 3 240 | 2 170 | 2 170 | 35 076 CHF | 35 268 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 16,20 CHF | 16,25 CHF | 3 240 | 3 240 | 2 123 | 2 123 | 35 478 CHF | 35 672 CHF | 72,14% | 72,14% |
14/11/2024 | 0,57% | 17,00 CHF | 17,05 CHF | 3 180 | 3 180 | 2 121 | 2 121 | 36 116 CHF | 36 303 CHF | 100,00% | 100,00% |
13/11/2024 | 0,58% | 16,60 CHF | 16,65 CHF | 3 210 | 3 210 | 2 156 | 2 156 | 35 717 CHF | 35 908 CHF | 99,91% | 99,91% |
12/11/2024 | 0,59% | 16,50 CHF | 16,55 CHF | 3 230 | 3 230 | 2 172 | 2 172 | 35 365 CHF | 35 558 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 16,25 CHF | 16,30 CHF | 3 260 | 3 260 | 2 161 | 2 161 | 35 885 CHF | 36 076 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 16,65 CHF | 16,70 CHF | 3 240 | 3 240 | 2 170 | 2 170 | 36 253 CHF | 36 445 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 16,75 CHF | 16,80 CHF | 3 250 | 3 250 | 2 191 | 2 191 | 36 086 CHF | 36 280 CHF | 99,60% | 99,60% |