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 | 0,64% | 14,65 CHF | 14,70 CHF | 3 260 | 3 260 | 2 163 | 2 163 | 32 492 CHF | 32 683 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 14,65 CHF | 14,70 CHF | 3 280 | 3 280 | 2 187 | 2 187 | 32 155 CHF | 32 348 CHF | 99,08% | 99,08% |
18/11/2024 | 0,64% | 15,05 CHF | 15,10 CHF | 3 240 | 3 240 | 2 170 | 2 170 | 32 476 CHF | 32 668 CHF | 100,00% | 100,00% |
15/11/2024 | 0,63% | 15,00 CHF | 15,05 CHF | 3 240 | 3 240 | 2 123 | 2 123 | 32 931 CHF | 33 125 CHF | 72,14% | 72,14% |
14/11/2024 | 0,61% | 15,80 CHF | 15,85 CHF | 3 180 | 3 180 | 2 121 | 2 121 | 33 571 CHF | 33 759 CHF | 100,00% | 100,00% |
13/11/2024 | 0,62% | 15,40 CHF | 15,45 CHF | 3 210 | 3 210 | 2 155 | 2 155 | 33 140 CHF | 33 330 CHF | 99,91% | 99,91% |
12/11/2024 | 0,64% | 15,30 CHF | 15,35 CHF | 3 230 | 3 230 | 2 173 | 2 173 | 32 788 CHF | 32 980 CHF | 100,00% | 100,00% |
11/11/2024 | 0,62% | 15,05 CHF | 15,10 CHF | 3 260 | 3 260 | 2 161 | 2 161 | 33 317 CHF | 33 508 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 15,45 CHF | 15,50 CHF | 3 240 | 3 240 | 2 170 | 2 170 | 33 696 CHF | 33 888 CHF | 100,00% | 100,00% |
07/11/2024 | 0,63% | 15,60 CHF | 15,65 CHF | 3 250 | 3 250 | 2 192 | 2 192 | 33 514 CHF | 33 707 CHF | 99,60% | 99,60% |