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 | 0,16% | 14,30 CHF | 14,31 CHF | 32 000 | 32 000 | 17 664 | 17 664 | 258 804 CHF | 259 157 CHF | 99,72% | 99,72% |
19/11/2024 | 0,16% | 14,54 CHF | 14,55 CHF | 32 000 | 32 000 | 17 753 | 17 753 | 252 878 CHF | 253 233 CHF | 99,76% | 99,76% |
18/11/2024 | 0,17% | 14,26 CHF | 14,27 CHF | 32 000 | 32 000 | 17 877 | 17 877 | 251 578 CHF | 251 934 CHF | 99,85% | 99,85% |
15/11/2024 | 0,16% | 13,78 CHF | 13,79 CHF | 33 000 | 33 000 | 17 895 | 17 895 | 254 772 CHF | 255 128 CHF | 98,73% | 98,73% |
14/11/2024 | 0,16% | 14,54 CHF | 14,55 CHF | 32 000 | 32 000 | 17 229 | 17 229 | 258 005 CHF | 258 355 CHF | 99,00% | 99,00% |
13/11/2024 | 0,15% | 15,12 CHF | 15,13 CHF | 32 000 | 32 000 | 17 569 | 17 569 | 268 940 CHF | 269 292 CHF | 99,94% | 99,94% |
12/11/2024 | 0,15% | 15,18 CHF | 15,19 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 266 569 CHF | 266 919 CHF | 99,90% | 99,90% |
11/11/2024 | 0,16% | 15,13 CHF | 15,14 CHF | 32 000 | 32 000 | 17 563 | 17 563 | 263 631 CHF | 263 983 CHF | 99,17% | 99,17% |
08/11/2024 | 0,16% | 14,86 CHF | 14,87 CHF | 32 000 | 32 000 | 17 618 | 17 618 | 264 315 CHF | 264 667 CHF | 98,06% | 98,06% |
07/11/2024 | 0,16% | 14,90 CHF | 14,91 CHF | 32 000 | 32 000 | 17 697 | 17 697 | 260 943 CHF | 261 296 CHF | 98,95% | 98,95% |