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 | 0,30% | 16,75 CHF | 16,80 CHF | 15 540 | 15 540 | 15 325 | 15 325 | 254 322 CHF | 255 089 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 16,70 CHF | 16,75 CHF | 15 530 | 15 530 | 15 341 | 15 341 | 255 452 CHF | 256 220 CHF | 98,96% | 98,96% |
18/11/2024 | 0,31% | 16,45 CHF | 16,50 CHF | 15 400 | 15 400 | 15 205 | 15 205 | 248 580 CHF | 249 341 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 16,20 CHF | 16,25 CHF | 15 260 | 15 260 | 15 225 | 15 225 | 245 057 CHF | 245 818 CHF | 72,17% | 72,17% |
14/11/2024 | 0,32% | 15,50 CHF | 15,55 CHF | 14 890 | 14 890 | 14 794 | 14 794 | 231 357 CHF | 232 098 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 15,45 CHF | 15,50 CHF | 14 810 | 14 810 | 14 646 | 14 646 | 225 135 CHF | 225 868 CHF | 98,58% | 98,58% |
12/11/2024 | 0,33% | 15,50 CHF | 15,55 CHF | 14 840 | 14 840 | 14 664 | 14 664 | 226 259 CHF | 226 993 CHF | 99,69% | 99,69% |
11/11/2024 | 0,33% | 15,15 CHF | 15,20 CHF | 14 660 | 14 660 | 14 529 | 14 529 | 220 052 CHF | 220 780 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 15,45 CHF | 15,50 CHF | 14 850 | 14 850 | 14 674 | 14 674 | 225 541 CHF | 226 275 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 15,10 CHF | 15,15 CHF | 14 710 | 14 710 | 14 610 | 14 610 | 221 504 CHF | 222 235 CHF | 100,00% | 100,00% |