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 | 0,73% | 12,65 CHF | 12,70 CHF | 2 820 | 2 820 | 1 872 | 1 872 | 24 369 CHF | 24 534 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 13,00 CHF | 13,05 CHF | 2 810 | 2 810 | 1 897 | 1 897 | 23 980 CHF | 24 148 CHF | 98,95% | 98,95% |
18/11/2024 | 0,73% | 13,05 CHF | 13,10 CHF | 2 800 | 2 800 | 1 871 | 1 871 | 24 553 CHF | 24 718 CHF | 100,00% | 100,00% |
15/11/2024 | 0,69% | 13,25 CHF | 13,30 CHF | 2 780 | 2 780 | 1 814 | 1 814 | 25 427 CHF | 25 592 CHF | 71,62% | 71,62% |
14/11/2024 | 0,64% | 14,65 CHF | 14,70 CHF | 2 690 | 2 690 | 1 776 | 1 776 | 26 734 CHF | 26 890 CHF | 100,00% | 100,00% |
13/11/2024 | 0,68% | 14,65 CHF | 14,70 CHF | 2 680 | 2 680 | 1 826 | 1 826 | 25 828 CHF | 25 990 CHF | 99,94% | 99,94% |
12/11/2024 | 0,70% | 13,55 CHF | 13,60 CHF | 2 770 | 2 770 | 1 851 | 1 851 | 25 284 CHF | 25 448 CHF | 99,97% | 99,97% |
11/11/2024 | 0,69% | 13,65 CHF | 13,70 CHF | 2 770 | 2 770 | 1 845 | 1 845 | 25 660 CHF | 25 823 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 13,90 CHF | 13,95 CHF | 2 770 | 2 770 | 1 856 | 1 856 | 25 913 CHF | 26 078 CHF | 100,00% | 100,00% |
07/11/2024 | 0,71% | 14,20 CHF | 14,25 CHF | 2 760 | 2 760 | 1 872 | 1 872 | 25 729 CHF | 25 896 CHF | 100,00% | 100,00% |