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 | 0,08% | 13,49 CHF | 13,50 CHF | 111 400 | 111 400 | 113 343 | 113 343 | 1 491 750 CHF | 1 492 880 CHF | 100,00% | 100,00% |
19/11/2024 | 0,08% | 12,99 CHF | 13,00 CHF | 113 600 | 113 600 | 115 361 | 115 361 | 1 512 690 CHF | 1 513 840 CHF | 98,78% | 98,78% |
18/11/2024 | 0,08% | 12,82 CHF | 12,83 CHF | 115 600 | 115 600 | 119 661 | 119 661 | 1 500 120 CHF | 1 501 310 CHF | 100,00% | 100,00% |
15/11/2024 | 0,08% | 12,11 CHF | 12,12 CHF | 120 200 | 120 200 | 120 647 | 120 647 | 1 451 890 CHF | 1 453 100 CHF | 100,00% | 100,00% |
14/11/2024 | 0,08% | 12,09 CHF | 12,10 CHF | 120 700 | 120 700 | 116 723 | 116 723 | 1 376 110 CHF | 1 377 270 CHF | 99,91% | 99,91% |
13/11/2024 | 0,08% | 12,64 CHF | 12,65 CHF | 116 200 | 116 200 | 115 224 | 115 224 | 1 467 780 CHF | 1 468 930 CHF | 100,00% | 100,00% |
12/11/2024 | 0,08% | 12,57 CHF | 12,58 CHF | 115 100 | 115 100 | 112 984 | 112 984 | 1 424 060 CHF | 1 425 190 CHF | 100,00% | 100,00% |
11/11/2024 | 0,07% | 12,85 CHF | 12,86 CHF | 112 700 | 112 700 | 105 005 | 105 005 | 1 428 200 CHF | 1 429 250 CHF | 100,00% | 100,00% |
08/11/2024 | 0,07% | 14,29 CHF | 14,30 CHF | 104 000 | 104 000 | 103 823 | 103 823 | 1 490 050 CHF | 1 491 090 CHF | 100,00% | 100,00% |
07/11/2024 | 0,07% | 14,51 CHF | 14,52 CHF | 103 800 | 103 800 | 106 981 | 106 981 | 1 506 270 CHF | 1 507 340 CHF | 99,90% | 99,90% |