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 | 0,26% | 17,19 CHF | 17,24 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 152 662 CHF | 153 059 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 17,08 CHF | 17,12 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 168 689 CHF | 169 090 CHF | 100,00% | 100,00% |
18/11/2024 | 0,27% | 15,56 CHF | 15,60 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 156 785 CHF | 157 207 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 16,22 CHF | 16,26 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 158 041 CHF | 158 432 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 15,24 CHF | 15,28 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 156 165 CHF | 156 612 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 16,26 CHF | 16,30 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 161 968 CHF | 162 409 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 16,08 CHF | 16,12 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 158 346 CHF | 158 761 CHF | 100,00% | 100,00% |
11/11/2024 | 0,28% | 15,14 CHF | 15,18 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 148 814 CHF | 149 230 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 15,13 CHF | 15,17 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 149 801 CHF | 150 206 CHF | 100,00% | 100,00% |
07/11/2024 | 0,28% | 14,73 CHF | 14,77 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 145 356 CHF | 145 765 CHF | 100,00% | 100,00% |