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% | 14,76 CHF | 14,77 CHF | 32 000 | 32 000 | 17 664 | 17 664 | 266 896 CHF | 267 248 CHF | 99,72% | 99,72% |
19/11/2024 | 0,16% | 15,00 CHF | 15,01 CHF | 32 000 | 32 000 | 17 755 | 17 755 | 261 018 CHF | 261 372 CHF | 99,80% | 99,80% |
18/11/2024 | 0,16% | 14,72 CHF | 14,73 CHF | 32 000 | 32 000 | 17 877 | 17 877 | 259 787 CHF | 260 142 CHF | 99,84% | 99,84% |
15/11/2024 | 0,16% | 14,24 CHF | 14,25 CHF | 33 000 | 33 000 | 17 896 | 17 896 | 263 020 CHF | 263 376 CHF | 98,74% | 98,74% |
14/11/2024 | 0,15% | 15,00 CHF | 15,01 CHF | 32 000 | 32 000 | 17 232 | 17 232 | 265 977 CHF | 266 327 CHF | 99,00% | 99,00% |
13/11/2024 | 0,15% | 15,57 CHF | 15,58 CHF | 32 000 | 32 000 | 17 566 | 17 566 | 276 891 CHF | 277 243 CHF | 99,92% | 99,92% |
12/11/2024 | 0,15% | 15,64 CHF | 15,65 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 274 561 CHF | 274 911 CHF | 99,90% | 99,90% |
11/11/2024 | 0,15% | 15,59 CHF | 15,60 CHF | 32 000 | 32 000 | 17 562 | 17 562 | 271 586 CHF | 271 939 CHF | 99,17% | 99,17% |
08/11/2024 | 0,15% | 15,31 CHF | 15,32 CHF | 32 000 | 32 000 | 17 618 | 17 618 | 272 246 CHF | 272 598 CHF | 98,06% | 98,06% |
07/11/2024 | 0,15% | 15,36 CHF | 15,37 CHF | 32 000 | 32 000 | 17 752 | 17 752 | 269 790 CHF | 270 142 CHF | 97,51% | 97,51% |