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 | 0,41% | 13,90 CHF | 13,96 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 218 416 CHF | 219 316 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 14,07 CHF | 14,13 CHF | 15 000 | 15 000 | 14 959 | 14 959 | 206 070 CHF | 206 988 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 15,16 CHF | 15,23 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 223 956 CHF | 224 968 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 15,14 CHF | 15,21 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 234 110 CHF | 235 160 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 15,89 CHF | 15,95 CHF | 15 000 | 15 000 | 14 933 | 14 933 | 230 895 CHF | 231 793 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 14,19 CHF | 14,25 CHF | 15 000 | 15 000 | 14 966 | 14 966 | 215 027 CHF | 215 926 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 14,52 CHF | 14,60 CHF | 10 000 | 10 000 | 9 972 | 9 972 | 164 416 CHF | 165 215 CHF | 100,00% | 100,00% |
11/11/2024 | 0,38% | 18,58 CHF | 18,65 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 278 823 CHF | 279 873 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 17,03 CHF | 17,11 CHF | 10 000 | 10 000 | 9 977 | 9 977 | 175 556 CHF | 176 355 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 18,96 CHF | 19,04 CHF | 10 000 | 10 000 | 9 954 | 9 954 | 184 690 CHF | 185 488 CHF | 100,00% | 100,00% |