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 | 0,83% | 15,75 CHF | 15,80 CHF | 3 460 | 3 460 | 2 291 | 2 291 | 36 931 CHF | 37 212 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 16,00 CHF | 16,05 CHF | 3 450 | 3 450 | 2 330 | 2 330 | 36 476 CHF | 36 762 CHF | 99,09% | 99,09% |
18/11/2024 | 0,87% | 15,70 CHF | 15,75 CHF | 3 480 | 3 480 | 2 341 | 2 341 | 36 295 CHF | 36 583 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 15,25 CHF | 15,30 CHF | 3 530 | 3 530 | 2 311 | 2 311 | 36 232 CHF | 36 523 CHF | 72,11% | 72,11% |
14/11/2024 | 0,82% | 16,00 CHF | 16,05 CHF | 3 450 | 3 450 | 2 273 | 2 273 | 37 369 CHF | 37 647 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 16,55 CHF | 16,60 CHF | 3 390 | 3 390 | 2 259 | 2 259 | 37 834 CHF | 38 111 CHF | 99,91% | 99,91% |
12/11/2024 | 0,81% | 16,60 CHF | 16,65 CHF | 3 390 | 3 390 | 2 266 | 2 266 | 37 719 CHF | 37 998 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 16,55 CHF | 16,60 CHF | 3 400 | 3 400 | 2 289 | 2 289 | 37 564 CHF | 37 845 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 16,25 CHF | 16,30 CHF | 3 450 | 3 450 | 2 304 | 2 304 | 37 819 CHF | 38 102 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 16,30 CHF | 16,35 CHF | 3 460 | 3 460 | 2 331 | 2 331 | 37 618 CHF | 37 904 CHF | 100,00% | 100,00% |