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 | 0,40% | 15,56 CHF | 15,62 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 31 787 CHF | 31 915 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 14,65 CHF | 14,72 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 28 431 CHF | 28 576 CHF | 97,99% | 97,99% |
18/11/2024 | 0,41% | 17,93 CHF | 18,00 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 36 845 CHF | 36 996 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 18,86 CHF | 18,95 CHF | 1 000 | 1 000 | 1 000 | 1 000 | 20 598 CHF | 20 685 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 22,49 CHF | 22,56 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 41 251 CHF | 41 399 CHF | 99,97% | 99,97% |
13/11/2024 | 0,36% | 18,96 CHF | 19,03 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 38 432 CHF | 38 570 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 18,02 CHF | 18,09 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 39 132 CHF | 39 283 CHF | 100,00% | 100,00% |
11/11/2024 | 0,36% | 19,68 CHF | 19,75 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 38 076 CHF | 38 214 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 17,82 CHF | 17,89 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 35 263 CHF | 35 403 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 18,17 CHF | 18,25 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 38 434 CHF | 38 740 CHF | 100,00% | 100,00% |