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 | 0,35% | 18,75 CHF | 18,82 CHF | 4 500 | 4 500 | 4 500 | 4 500 | 90 739 CHF | 91 054 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 18,59 CHF | 18,66 CHF | 4 400 | 4 400 | 4 400 | 4 400 | 78 343 CHF | 78 651 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 19,53 CHF | 19,61 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 78 003 CHF | 78 323 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 21,54 CHF | 21,62 CHF | 3 800 | 3 800 | 3 800 | 3 800 | 85 301 CHF | 85 637 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 23,01 CHF | 23,09 CHF | 4 100 | 4 100 | 4 100 | 4 100 | 92 994 CHF | 93 322 CHF | 100,00% | 100,00% |
13/11/2024 | 0,39% | 21,06 CHF | 21,14 CHF | 4 200 | 4 200 | 4 200 | 4 200 | 86 155 CHF | 86 491 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 20,04 CHF | 20,13 CHF | 3 500 | 3 500 | 3 500 | 3 500 | 81 250 CHF | 81 565 CHF | 99,86% | 99,86% |
11/11/2024 | 0,35% | 25,76 CHF | 25,85 CHF | 3 800 | 3 800 | 3 800 | 3 800 | 96 370 CHF | 96 712 CHF | 99,68% | 99,68% |
08/11/2024 | 0,39% | 22,72 CHF | 22,81 CHF | 3 700 | 3 700 | 3 700 | 3 700 | 84 315 CHF | 84 648 CHF | 98,79% | 98,79% |
07/11/2024 | 0,38% | 23,79 CHF | 23,88 CHF | 3 700 | 3 700 | 3 700 | 3 700 | 87 363 CHF | 87 696 CHF | 100,00% | 100,00% |