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 | 0,19% | 27,00 CHF | 27,05 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 269 442 CHF | 269 936 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 27,05 CHF | 27,10 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 266 738 CHF | 267 233 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 27,60 CHF | 27,65 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 272 950 CHF | 273 446 CHF | 100,00% | 100,00% |
15/11/2024 | 0,18% | 27,60 CHF | 27,65 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 278 197 CHF | 278 697 CHF | 83,78% | 83,78% |
14/11/2024 | 0,18% | 27,85 CHF | 27,90 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 272 732 CHF | 273 226 CHF | 100,00% | 100,00% |
13/11/2024 | 0,19% | 27,10 CHF | 27,15 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 269 620 CHF | 270 116 CHF | 99,27% | 99,27% |
12/11/2024 | 0,18% | 27,10 CHF | 27,15 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 271 979 CHF | 272 475 CHF | 100,00% | 100,00% |
11/11/2024 | 0,18% | 27,85 CHF | 27,90 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 274 822 CHF | 275 318 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 27,35 CHF | 27,40 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 270 910 CHF | 271 403 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 27,70 CHF | 27,75 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 275 181 CHF | 275 677 CHF | 100,00% | 100,00% |