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 | 0,28% | 13,66 CHF | 13,70 CHF | 30 400 | 30 400 | 30 400 | 30 400 | 428 942 CHF | 430 158 CHF | 99,82% | 99,82% |
19/11/2024 | 0,37% | 13,75 CHF | 13,80 CHF | 28 800 | 28 800 | 28 800 | 28 800 | 391 698 CHF | 393 138 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 15,27 CHF | 15,32 CHF | 28 800 | 28 800 | 28 800 | 28 800 | 436 747 CHF | 438 187 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 14,89 CHF | 14,93 CHF | 29 300 | 29 300 | 29 300 | 29 300 | 439 956 CHF | 441 358 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 14,74 CHF | 14,78 CHF | 30 900 | 30 900 | 30 900 | 30 900 | 440 606 CHF | 441 842 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 13,52 CHF | 13,56 CHF | 30 700 | 30 700 | 30 700 | 30 700 | 425 895 CHF | 427 123 CHF | 99,99% | 99,99% |
12/11/2024 | 0,35% | 13,75 CHF | 13,80 CHF | 28 700 | 28 700 | 28 700 | 28 700 | 414 528 CHF | 415 963 CHF | 100,00% | 100,00% |
11/11/2024 | 0,27% | 15,06 CHF | 15,10 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 446 376 CHF | 447 576 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 14,14 CHF | 14,19 CHF | 29 100 | 29 100 | 29 100 | 29 100 | 415 637 CHF | 417 092 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 14,95 CHF | 15,00 CHF | 29 100 | 29 100 | 29 100 | 29 100 | 442 457 CHF | 443 912 CHF | 99,68% | 99,68% |