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 | 0,86% | 15,15 CHF | 15,20 CHF | 3 460 | 3 460 | 2 291 | 2 291 | 35 581 CHF | 35 862 CHF | 100,00% | 100,00% |
19/11/2024 | 0,90% | 15,40 CHF | 15,45 CHF | 3 450 | 3 450 | 2 330 | 2 330 | 35 102 CHF | 35 389 CHF | 99,09% | 99,09% |
18/11/2024 | 0,91% | 15,10 CHF | 15,15 CHF | 3 480 | 3 480 | 2 341 | 2 341 | 34 917 CHF | 35 205 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 14,65 CHF | 14,70 CHF | 3 530 | 3 530 | 2 312 | 2 312 | 34 875 CHF | 35 165 CHF | 72,02% | 72,02% |
14/11/2024 | 0,85% | 15,40 CHF | 15,45 CHF | 3 450 | 3 450 | 2 273 | 2 273 | 36 027 CHF | 36 305 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 15,95 CHF | 16,00 CHF | 3 390 | 3 390 | 2 259 | 2 259 | 36 510 CHF | 36 787 CHF | 99,91% | 99,91% |
12/11/2024 | 0,84% | 16,05 CHF | 16,10 CHF | 3 390 | 3 390 | 2 266 | 2 266 | 36 401 CHF | 36 680 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 16,00 CHF | 16,05 CHF | 3 400 | 3 400 | 2 290 | 2 290 | 36 230 CHF | 36 512 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 15,70 CHF | 15,75 CHF | 3 450 | 3 450 | 2 304 | 2 304 | 36 475 CHF | 36 758 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 15,75 CHF | 15,80 CHF | 3 460 | 3 460 | 2 331 | 2 331 | 36 270 CHF | 36 557 CHF | 100,00% | 100,00% |