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 | 0,15% | 14,79 CHF | 14,80 CHF | 32 000 | 32 000 | 17 672 | 17 672 | 267 647 CHF | 267 999 CHF | 99,77% | 99,77% |
19/11/2024 | 0,16% | 15,03 CHF | 15,04 CHF | 32 000 | 32 000 | 17 754 | 17 754 | 261 656 CHF | 262 010 CHF | 100,00% | 100,00% |
18/11/2024 | 0,16% | 14,75 CHF | 14,76 CHF | 32 000 | 32 000 | 17 886 | 17 886 | 260 546 CHF | 260 901 CHF | 99,90% | 99,90% |
15/11/2024 | 0,16% | 14,27 CHF | 14,28 CHF | 33 000 | 33 000 | 17 836 | 17 836 | 262 751 CHF | 263 106 CHF | 99,24% | 99,24% |
14/11/2024 | 0,15% | 15,03 CHF | 15,04 CHF | 32 000 | 32 000 | 17 188 | 17 188 | 265 931 CHF | 266 281 CHF | 99,87% | 99,87% |
13/11/2024 | 0,15% | 15,61 CHF | 15,62 CHF | 32 000 | 32 000 | 17 577 | 17 577 | 277 687 CHF | 278 038 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 15,67 CHF | 15,68 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 275 143 CHF | 275 494 CHF | 99,90% | 99,90% |
11/11/2024 | 0,15% | 15,62 CHF | 15,63 CHF | 32 000 | 32 000 | 17 563 | 17 563 | 272 218 CHF | 272 570 CHF | 99,17% | 99,17% |
08/11/2024 | 0,15% | 15,34 CHF | 15,35 CHF | 32 000 | 32 000 | 17 630 | 17 630 | 273 030 CHF | 273 382 CHF | 98,72% | 98,72% |
07/11/2024 | 0,15% | 15,39 CHF | 15,40 CHF | 32 000 | 32 000 | 17 673 | 17 673 | 269 151 CHF | 269 504 CHF | 99,47% | 99,47% |