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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,12% | 31,51 CHF | 31,53 CHF | 43 000 | 43 000 | 16 076 | 16 076 | 505 808 CHF | 506 218 CHF | 99,80% | 99,80% |
20/11/2024 | 0,06% | 31,73 CHF | 31,75 CHF | 42 000 | 42 000 | 19 035 | 19 035 | 609 254 CHF | 609 636 CHF | 99,78% | 99,78% |
19/11/2024 | 0,06% | 31,96 CHF | 31,98 CHF | 42 000 | 42 000 | 19 154 | 19 154 | 606 376 CHF | 606 760 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 32,12 CHF | 32,14 CHF | 42 000 | 42 000 | 18 989 | 18 989 | 611 866 CHF | 612 247 CHF | 99,79% | 99,79% |
15/11/2024 | 0,06% | 32,36 CHF | 32,38 CHF | 42 000 | 42 000 | 18 027 | 18 027 | 594 847 CHF | 595 210 CHF | 99,38% | 99,38% |
14/11/2024 | 0,06% | 33,77 CHF | 33,79 CHF | 40 000 | 40 000 | 17 555 | 17 555 | 599 088 CHF | 599 440 CHF | 99,92% | 99,92% |
13/11/2024 | 0,06% | 33,65 CHF | 33,67 CHF | 40 000 | 40 000 | 18 655 | 18 655 | 619 604 CHF | 619 978 CHF | 99,93% | 99,93% |
12/11/2024 | 0,06% | 32,54 CHF | 32,56 CHF | 41 000 | 41 000 | 18 815 | 18 815 | 614 112 CHF | 614 489 CHF | 99,95% | 99,95% |
11/11/2024 | 0,06% | 32,59 CHF | 32,61 CHF | 41 000 | 41 000 | 18 773 | 18 773 | 615 667 CHF | 616 043 CHF | 100,00% | 100,00% |
08/11/2024 | 0,06% | 32,70 CHF | 32,72 CHF | 41 000 | 41 000 | 18 820 | 18 820 | 615 670 CHF | 616 047 CHF | 99,96% | 99,96% |