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 | 0.17% | 30.35 CHF | 30.40 CHF | 5'100 | 5'100 | 5'052 | 5'052 | 154'231 CHF | 154'484 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 30.10 CHF | 30.15 CHF | 5'200 | 5'200 | 5'110 | 5'110 | 153'961 CHF | 154'217 CHF | 98.86% | 98.86% |
18.11.2024 | 0.17% | 30.25 CHF | 30.30 CHF | 5'100 | 5'100 | 5'097 | 5'097 | 154'054 CHF | 154'309 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 30.00 CHF | 30.05 CHF | 5'200 | 5'200 | 5'250 | 5'250 | 155'996 CHF | 156'258 CHF | 72.11% | 72.11% |
14.11.2024 | 0.17% | 30.25 CHF | 30.30 CHF | 5'200 | 5'200 | 5'168 | 5'168 | 153'905 CHF | 154'163 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 30.30 CHF | 30.35 CHF | 5'100 | 5'100 | 5'109 | 5'109 | 154'697 CHF | 154'953 CHF | 99.36% | 99.36% |
12.11.2024 | 0.17% | 29.75 CHF | 29.80 CHF | 5'200 | 5'200 | 5'151 | 5'151 | 154'871 CHF | 155'129 CHF | 100.00% | 100.00% |
11.11.2024 | 0.16% | 30.55 CHF | 30.60 CHF | 5'100 | 5'100 | 5'052 | 5'052 | 154'643 CHF | 154'896 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 30.50 CHF | 30.55 CHF | 5'100 | 5'100 | 5'057 | 5'057 | 154'138 CHF | 154'391 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 30.70 CHF | 30.75 CHF | 5'100 | 5'100 | 5'052 | 5'052 | 155'770 CHF | 156'023 CHF | 100.00% | 100.00% |