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 | 0,71% | 20,40 CHF | 20,55 CHF | 1 880 | 1 880 | 1 853 | 1 853 | 39 264 CHF | 39 542 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 20,20 CHF | 20,35 CHF | 1 870 | 1 870 | 1 857 | 1 857 | 36 748 CHF | 37 027 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 20,85 CHF | 21,00 CHF | 1 890 | 1 890 | 1 882 | 1 882 | 38 591 CHF | 38 873 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 20,15 CHF | 20,30 CHF | 1 870 | 1 870 | 1 869 | 1 869 | 37 795 CHF | 38 075 CHF | 71,41% | 71,41% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,75% | 20,15 CHF | 20,30 CHF | 1 870 | 1 870 | 1 853 | 1 853 | 37 469 CHF | 37 747 CHF | 98,97% | 98,97% |
12/11/2024 | 0,93% | 20,70 CHF | 20,90 CHF | 1 770 | 1 770 | 1 738 | 1 738 | 37 431 CHF | 37 779 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 22,50 CHF | 22,65 CHF | 1 820 | 1 820 | 1 817 | 1 817 | 40 035 CHF | 40 308 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 20,95 CHF | 21,15 CHF | 1 740 | 1 740 | 1 720 | 1 720 | 36 304 CHF | 36 649 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 23,05 CHF | 23,25 CHF | 1 700 | 1 700 | 1 686 | 1 686 | 39 230 CHF | 39 567 CHF | 100,00% | 100,00% |