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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,47% | 20,40 CHF | 20,45 CHF | 2 830 | 2 830 | 1 897 | 1 897 | 38 608 CHF | 38 776 CHF | 100,00% | 100,00% |
20/11/2024 | 0,45% | 20,75 CHF | 20,80 CHF | 2 820 | 2 820 | 1 872 | 1 872 | 39 526 CHF | 39 691 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 21,05 CHF | 21,10 CHF | 2 810 | 2 810 | 1 897 | 1 897 | 39 292 CHF | 39 459 CHF | 98,91% | 98,91% |
18/11/2024 | 0,45% | 21,15 CHF | 21,20 CHF | 2 800 | 2 800 | 1 870 | 1 870 | 39 717 CHF | 39 883 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 21,35 CHF | 21,40 CHF | 2 790 | 2 790 | 1 813 | 1 813 | 40 120 CHF | 40 285 CHF | 71,84% | 71,84% |
14/11/2024 | 0,41% | 22,75 CHF | 22,80 CHF | 2 690 | 2 690 | 1 775 | 1 775 | 41 137 CHF | 41 294 CHF | 100,00% | 100,00% |
13/11/2024 | 0,43% | 22,70 CHF | 22,75 CHF | 2 690 | 2 690 | 1 826 | 1 826 | 40 549 CHF | 40 710 CHF | 99,95% | 99,95% |
12/11/2024 | 0,44% | 21,65 CHF | 21,70 CHF | 2 770 | 2 770 | 1 851 | 1 851 | 40 179 CHF | 40 343 CHF | 99,96% | 99,96% |
11/11/2024 | 0,44% | 21,70 CHF | 21,75 CHF | 2 780 | 2 780 | 1 845 | 1 845 | 40 466 CHF | 40 629 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 21,90 CHF | 21,95 CHF | 2 770 | 2 770 | 1 856 | 1 856 | 40 680 CHF | 40 844 CHF | 100,00% | 100,00% |