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 | 0,27% | 21,93 CHF | 21,95 CHF | 18 800 | 18 800 | 5 984 | 5 984 | 131 140 CHF | 131 338 CHF | 99,89% | 99,89% |
19/11/2024 | 0,30% | 19,77 CHF | 19,79 CHF | 21 000 | 21 000 | 6 776 | 6 776 | 129 941 CHF | 130 166 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 18,75 CHF | 18,77 CHF | 22 800 | 22 800 | 7 276 | 7 276 | 126 816 CHF | 127 041 CHF | 99,87% | 99,87% |
15/11/2024 | 0,29% | 16,92 CHF | 16,94 CHF | 22 800 | 22 800 | 7 031 | 7 031 | 122 977 CHF | 123 197 CHF | 99,69% | 99,69% |
14/11/2024 | 0,28% | 18,55 CHF | 18,57 CHF | 22 200 | 22 200 | 7 137 | 7 137 | 131 645 CHF | 131 870 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 17,84 CHF | 17,86 CHF | 23 100 | 23 100 | 7 687 | 7 687 | 134 042 CHF | 134 283 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 16,20 CHF | 16,22 CHF | 25 500 | 25 500 | 8 164 | 8 164 | 132 071 CHF | 132 301 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 15,67 CHF | 15,69 CHF | 26 400 | 26 400 | 8 463 | 8 463 | 129 969 CHF | 130 208 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 14,63 CHF | 14,65 CHF | 27 500 | 27 500 | 8 749 | 8 749 | 130 261 CHF | 130 508 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 14,53 CHF | 14,55 CHF | 29 200 | 29 200 | 9 369 | 9 369 | 132 265 CHF | 132 530 CHF | 100,00% | 100,00% |