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 | 0,07% | 15,53 CHF | 15,54 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 617 069 CHF | 617 468 CHF | 99,46% | 99,46% |
20/11/2024 | 0,07% | 15,02 CHF | 15,03 CHF | 40 000 | 40 000 | 39 913 | 39 913 | 611 335 CHF | 611 735 CHF | 100,00% | 100,00% |
19/11/2024 | 0,07% | 15,09 CHF | 15,10 CHF | 40 000 | 40 000 | 39 910 | 39 910 | 596 359 CHF | 596 759 CHF | 100,00% | 100,00% |
18/11/2024 | 0,07% | 15,21 CHF | 15,22 CHF | 40 000 | 40 000 | 39 912 | 39 912 | 600 477 CHF | 600 877 CHF | 98,91% | 98,91% |
15/11/2024 | 0,07% | 15,03 CHF | 15,04 CHF | 40 000 | 40 000 | 39 912 | 39 912 | 613 851 CHF | 614 251 CHF | 99,93% | 99,93% |
14/11/2024 | 0,06% | 15,92 CHF | 15,93 CHF | 40 000 | 40 000 | 39 912 | 39 912 | 638 492 CHF | 638 892 CHF | 100,00% | 100,00% |
13/11/2024 | 0,06% | 15,86 CHF | 15,87 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 632 401 CHF | 632 800 CHF | 100,00% | 100,00% |
12/11/2024 | 0,06% | 15,86 CHF | 15,87 CHF | 40 000 | 40 000 | 39 911 | 39 911 | 635 799 CHF | 636 199 CHF | 100,00% | 100,00% |
11/11/2024 | 0,06% | 15,94 CHF | 15,95 CHF | 40 000 | 40 000 | 39 912 | 39 912 | 639 199 CHF | 639 598 CHF | 100,00% | 100,00% |
08/11/2024 | 0,06% | 15,79 CHF | 15,80 CHF | 40 000 | 40 000 | 39 912 | 39 912 | 627 055 CHF | 627 454 CHF | 100,00% | 100,00% |