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 | 0,39% | 16,95 CHF | 17,00 CHF | 5 590 | 5 590 | 5 148 | 5 148 | 91 339 CHF | 91 649 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 16,45 CHF | 16,50 CHF | 6 470 | 6 470 | 6 080 | 6 080 | 94 930 CHF | 95 296 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 15,10 CHF | 15,15 CHF | 6 340 | 6 340 | 5 957 | 5 957 | 86 322 CHF | 86 676 CHF | 98,74% | 98,74% |
15/11/2024 | 0,43% | 16,25 CHF | 16,30 CHF | 5 590 | 5 590 | 5 027 | 5 027 | 87 996 CHF | 88 318 CHF | 72,06% | 72,06% |
14/11/2024 | 0,37% | 19,10 CHF | 19,15 CHF | 5 440 | 5 440 | 5 070 | 5 070 | 94 159 CHF | 94 464 CHF | 100,00% | 100,00% |
13/11/2024 | 0,63% | 18,35 CHF | 18,45 CHF | 5 260 | 5 260 | 4 865 | 4 865 | 91 646 CHF | 92 182 CHF | 99,70% | 99,70% |
12/11/2024 | 0,40% | 18,75 CHF | 18,80 CHF | 5 570 | 5 570 | 5 253 | 5 253 | 92 729 CHF | 93 045 CHF | 99,96% | 99,96% |
11/11/2024 | 0,37% | 17,90 CHF | 17,95 CHF | 5 370 | 5 370 | 4 949 | 4 949 | 91 283 CHF | 91 581 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 18,45 CHF | 18,55 CHF | 5 220 | 5 220 | 4 834 | 4 834 | 91 255 CHF | 91 787 CHF | 99,82% | 99,82% |
07/11/2024 | 0,39% | 18,55 CHF | 18,60 CHF | 5 590 | 5 590 | 5 242 | 5 242 | 93 588 CHF | 93 903 CHF | 99,51% | 99,51% |