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 | 0,36% | 14,20 CHF | 14,25 CHF | 10 000 | 10 000 | 9 905 | 9 905 | 140 445 CHF | 140 941 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 14,05 CHF | 14,10 CHF | 10 000 | 10 000 | 9 904 | 9 904 | 138 957 CHF | 139 453 CHF | 98,71% | 98,71% |
18/11/2024 | 0,37% | 13,65 CHF | 13,70 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 134 123 CHF | 134 619 CHF | 100,00% | 100,00% |
15/11/2024 | 0,36% | 13,60 CHF | 13,65 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 137 083 CHF | 137 583 CHF | 71,24% | 71,24% |
14/11/2024 | 0,36% | 13,90 CHF | 13,95 CHF | 10 000 | 10 000 | 9 905 | 9 905 | 139 494 CHF | 139 989 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 14,35 CHF | 14,40 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 142 877 CHF | 143 373 CHF | 99,80% | 99,80% |
12/11/2024 | 0,35% | 14,60 CHF | 14,65 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 143 193 CHF | 143 689 CHF | 100,00% | 100,00% |
11/11/2024 | 0,36% | 13,95 CHF | 14,00 CHF | 10 000 | 10 000 | 9 832 | 9 832 | 137 323 CHF | 137 815 CHF | 100,00% | 100,00% |
08/11/2024 | 0,36% | 14,15 CHF | 14,20 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 137 304 CHF | 137 800 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 12,70 CHF | 12,75 CHF | 10 000 | 10 000 | 9 907 | 9 907 | 126 256 CHF | 126 752 CHF | 100,00% | 100,00% |