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 | 0,06% | 32,19 CHF | 32,20 CHF | 27 000 | 27 000 | 15 068 | 15 068 | 490 219 CHF | 490 462 CHF | 99,88% | 99,88% |
19/11/2024 | 0,06% | 32,10 CHF | 32,11 CHF | 27 000 | 27 000 | 15 001 | 15 001 | 482 798 CHF | 483 039 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 32,58 CHF | 32,59 CHF | 27 000 | 27 000 | 15 015 | 15 015 | 488 548 CHF | 488 790 CHF | 99,20% | 99,20% |
15/11/2024 | 0,05% | 32,60 CHF | 32,61 CHF | 27 000 | 27 000 | 15 009 | 15 009 | 496 506 CHF | 496 750 CHF | 98,02% | 98,02% |
14/11/2024 | 0,05% | 33,37 CHF | 33,38 CHF | 26 000 | 26 000 | 14 649 | 14 649 | 489 734 CHF | 489 970 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 32,86 CHF | 32,87 CHF | 27 000 | 27 000 | 15 048 | 15 048 | 494 216 CHF | 494 458 CHF | 100,00% | 100,00% |
12/11/2024 | 0,06% | 32,72 CHF | 32,73 CHF | 27 000 | 27 000 | 15 067 | 15 067 | 490 430 CHF | 490 672 CHF | 99,85% | 99,85% |
11/11/2024 | 0,05% | 32,45 CHF | 32,46 CHF | 27 000 | 27 000 | 15 050 | 15 050 | 493 861 CHF | 494 103 CHF | 100,00% | 100,00% |
08/11/2024 | 0,05% | 32,73 CHF | 32,74 CHF | 27 000 | 27 000 | 15 077 | 15 077 | 494 385 CHF | 494 627 CHF | 99,13% | 99,13% |
07/11/2024 | 0,06% | 32,83 CHF | 32,84 CHF | 27 000 | 27 000 | 15 038 | 15 038 | 490 053 CHF | 490 295 CHF | 99,59% | 99,59% |