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 | 0,50% | 18,60 CHF | 18,65 CHF | 2 820 | 2 820 | 1 872 | 1 872 | 35 513 CHF | 35 678 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 18,90 CHF | 18,95 CHF | 2 810 | 2 810 | 1 897 | 1 897 | 35 233 CHF | 35 401 CHF | 99,09% | 99,09% |
18/11/2024 | 0,50% | 19,00 CHF | 19,05 CHF | 2 800 | 2 800 | 1 870 | 1 870 | 35 704 CHF | 35 869 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 19,20 CHF | 19,25 CHF | 2 790 | 2 790 | 1 812 | 1 812 | 36 223 CHF | 36 388 CHF | 71,94% | 71,94% |
14/11/2024 | 0,46% | 20,65 CHF | 20,70 CHF | 2 690 | 2 690 | 1 775 | 1 775 | 37 324 CHF | 37 481 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 20,60 CHF | 20,65 CHF | 2 690 | 2 690 | 1 826 | 1 826 | 36 655 CHF | 36 817 CHF | 99,96% | 99,96% |
12/11/2024 | 0,49% | 19,50 CHF | 19,55 CHF | 2 770 | 2 770 | 1 851 | 1 851 | 36 233 CHF | 36 397 CHF | 99,98% | 99,98% |
11/11/2024 | 0,48% | 19,55 CHF | 19,60 CHF | 2 770 | 2 770 | 1 845 | 1 845 | 36 550 CHF | 36 713 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 19,80 CHF | 19,85 CHF | 2 770 | 2 770 | 1 856 | 1 856 | 36 770 CHF | 36 934 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 20,05 CHF | 20,10 CHF | 2 760 | 2 760 | 1 872 | 1 872 | 36 710 CHF | 36 876 CHF | 100,00% | 100,00% |