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 | 0,21% | 13,98 CHF | 14,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 4 329 480 CHF | 1 446 160 CHF | 99,35% | 99,35% |
19/11/2024 | 0,22% | 14,23 CHF | 14,26 CHF | 300 000 | 100 000 | 165 177 | 85 092 | 2 303 010 CHF | 1 186 080 CHF | 98,83% | 98,83% |
18/11/2024 | 0,22% | 13,94 CHF | 13,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 1 031 390 CHF | 1 033 640 CHF | 97,57% | 97,57% |
15/11/2024 | 0,22% | 13,44 CHF | 13,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 1 045 090 CHF | 1 047 340 CHF | 99,35% | 99,35% |
14/11/2024 | 0,20% | 14,18 CHF | 14,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 1 104 210 CHF | 1 106 460 CHF | 99,35% | 99,35% |
13/11/2024 | 0,20% | 14,77 CHF | 14,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 1 125 360 CHF | 1 127 610 CHF | 94,63% | 94,63% |
12/11/2024 | 0,20% | 14,83 CHF | 14,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 1 114 480 CHF | 1 116 730 CHF | 94,29% | 94,29% |
11/11/2024 | 0,20% | 14,80 CHF | 14,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 1 098 610 CHF | 1 100 860 CHF | 98,53% | 98,53% |
08/11/2024 | 0,20% | 14,54 CHF | 14,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 1 104 500 CHF | 1 106 750 CHF | 90,81% | 90,81% |
07/11/2024 | 0,21% | 14,57 CHF | 14,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 1 077 410 CHF | 1 079 660 CHF | 98,64% | 98,64% |