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 | 0,16% | 30,90 CHF | 30,95 CHF | 5 000 | 5 000 | 4 981 | 4 981 | 152 940 CHF | 153 189 CHF | 100,00% | 100,00% |
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% |