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 | 0,68% | 14,25 CHF | 14,30 CHF | 2 830 | 2 830 | 1 897 | 1 897 | 26 907 CHF | 27 074 CHF | 100,00% | 100,00% |
20/11/2024 | 0,64% | 14,60 CHF | 14,65 CHF | 2 820 | 2 820 | 1 872 | 1 872 | 28 059 CHF | 28 224 CHF | 100,00% | 100,00% |
19/11/2024 | 0,66% | 14,95 CHF | 15,00 CHF | 2 810 | 2 810 | 1 897 | 1 897 | 27 707 CHF | 27 875 CHF | 98,95% | 98,95% |
18/11/2024 | 0,64% | 15,00 CHF | 15,05 CHF | 2 800 | 2 800 | 1 870 | 1 870 | 28 246 CHF | 28 411 CHF | 100,00% | 100,00% |
15/11/2024 | 0,61% | 15,20 CHF | 15,25 CHF | 2 790 | 2 790 | 1 813 | 1 813 | 28 996 CHF | 29 162 CHF | 71,80% | 71,80% |
14/11/2024 | 0,56% | 16,65 CHF | 16,70 CHF | 2 680 | 2 680 | 1 775 | 1 775 | 30 235 CHF | 30 392 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 16,60 CHF | 16,65 CHF | 2 680 | 2 680 | 1 826 | 1 826 | 29 411 CHF | 29 572 CHF | 99,96% | 99,96% |
12/11/2024 | 0,62% | 15,55 CHF | 15,60 CHF | 2 770 | 2 770 | 1 851 | 1 851 | 28 909 CHF | 29 073 CHF | 99,96% | 99,96% |
11/11/2024 | 0,60% | 15,65 CHF | 15,70 CHF | 2 770 | 2 770 | 1 845 | 1 845 | 29 268 CHF | 29 431 CHF | 100,00% | 100,00% |
08/11/2024 | 0,60% | 15,85 CHF | 15,90 CHF | 2 770 | 2 770 | 1 856 | 1 856 | 29 512 CHF | 29 676 CHF | 100,00% | 100,00% |