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 | 0,54% | 17,30 CHF | 17,35 CHF | 3 260 | 3 260 | 2 163 | 2 163 | 38 204 CHF | 38 395 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 17,25 CHF | 17,30 CHF | 3 280 | 3 280 | 2 187 | 2 187 | 37 917 CHF | 38 110 CHF | 99,08% | 99,08% |
18/11/2024 | 0,55% | 17,70 CHF | 17,75 CHF | 3 240 | 3 240 | 2 170 | 2 170 | 38 209 CHF | 38 401 CHF | 100,00% | 100,00% |
15/11/2024 | 0,54% | 17,65 CHF | 17,70 CHF | 3 240 | 3 240 | 2 124 | 2 124 | 38 557 CHF | 38 751 CHF | 72,16% | 72,16% |
14/11/2024 | 0,52% | 18,45 CHF | 18,50 CHF | 3 180 | 3 180 | 2 121 | 2 121 | 39 177 CHF | 39 364 CHF | 100,00% | 100,00% |
13/11/2024 | 0,53% | 18,00 CHF | 18,05 CHF | 3 210 | 3 210 | 2 155 | 2 155 | 38 797 CHF | 38 988 CHF | 99,92% | 99,92% |
12/11/2024 | 0,54% | 17,90 CHF | 17,95 CHF | 3 230 | 3 230 | 2 173 | 2 173 | 38 489 CHF | 38 682 CHF | 100,00% | 100,00% |
11/11/2024 | 0,53% | 17,65 CHF | 17,70 CHF | 3 260 | 3 260 | 2 161 | 2 161 | 38 953 CHF | 39 144 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 18,05 CHF | 18,10 CHF | 3 240 | 3 240 | 2 170 | 2 170 | 39 319 CHF | 39 511 CHF | 100,00% | 100,00% |
07/11/2024 | 0,54% | 18,20 CHF | 18,25 CHF | 3 250 | 3 250 | 2 192 | 2 192 | 39 208 CHF | 39 401 CHF | 99,60% | 99,60% |