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 | 0,07% | 13,75 CHF | 13,76 CHF | 40 000 | 40 000 | 39 912 | 39 912 | 560 518 CHF | 560 918 CHF | 100,00% | 100,00% |
19/11/2024 | 0,07% | 13,83 CHF | 13,84 CHF | 40 000 | 40 000 | 39 913 | 39 913 | 545 893 CHF | 546 292 CHF | 100,00% | 100,00% |
18/11/2024 | 0,07% | 13,94 CHF | 13,95 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 549 652 CHF | 550 052 CHF | 98,98% | 98,98% |
15/11/2024 | 0,07% | 13,75 CHF | 13,76 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 562 687 CHF | 563 086 CHF | 100,00% | 100,00% |
14/11/2024 | 0,07% | 14,63 CHF | 14,64 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 587 030 CHF | 587 430 CHF | 100,00% | 100,00% |
13/11/2024 | 0,07% | 14,58 CHF | 14,59 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 581 397 CHF | 581 797 CHF | 100,00% | 100,00% |
12/11/2024 | 0,07% | 14,59 CHF | 14,60 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 584 807 CHF | 585 207 CHF | 100,00% | 100,00% |
11/11/2024 | 0,07% | 14,67 CHF | 14,68 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 588 196 CHF | 588 595 CHF | 100,00% | 100,00% |
08/11/2024 | 0,07% | 14,52 CHF | 14,53 CHF | 40 000 | 40 000 | 39 912 | 39 912 | 576 512 CHF | 576 912 CHF | 100,00% | 100,00% |
07/11/2024 | 0,07% | 14,39 CHF | 14,40 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 565 252 CHF | 565 651 CHF | 99,67% | 99,67% |