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 | 0,07% | 28,12 CHF | 28,14 CHF | 42 000 | 42 000 | 19 008 | 19 008 | 539 839 CHF | 540 220 CHF | 99,28% | 99,28% |
19/11/2024 | 0,07% | 28,37 CHF | 28,39 CHF | 42 000 | 42 000 | 19 108 | 19 108 | 536 257 CHF | 536 640 CHF | 99,51% | 99,51% |
18/11/2024 | 0,07% | 28,51 CHF | 28,53 CHF | 42 000 | 42 000 | 18 847 | 18 847 | 539 237 CHF | 539 614 CHF | 99,18% | 99,18% |
15/11/2024 | 0,07% | 28,75 CHF | 28,77 CHF | 42 000 | 42 000 | 17 750 | 17 750 | 521 722 CHF | 522 080 CHF | 98,06% | 98,06% |
14/11/2024 | 0,07% | 30,16 CHF | 30,18 CHF | 40 000 | 40 000 | 17 279 | 17 279 | 527 226 CHF | 527 573 CHF | 98,69% | 98,69% |
13/11/2024 | 0,07% | 30,05 CHF | 30,07 CHF | 40 000 | 40 000 | 18 518 | 18 518 | 548 475 CHF | 548 846 CHF | 99,32% | 99,32% |
12/11/2024 | 0,07% | 28,95 CHF | 28,97 CHF | 41 000 | 41 000 | 18 732 | 18 732 | 544 178 CHF | 544 554 CHF | 99,31% | 99,31% |
11/11/2024 | 0,07% | 29,00 CHF | 29,02 CHF | 41 000 | 41 000 | 18 627 | 18 627 | 544 200 CHF | 544 573 CHF | 99,29% | 99,29% |
08/11/2024 | 0,07% | 29,14 CHF | 29,16 CHF | 41 000 | 41 000 | 18 782 | 18 782 | 547 776 CHF | 548 152 CHF | 99,62% | 99,62% |
07/11/2024 | 0,07% | 29,41 CHF | 29,43 CHF | 41 000 | 41 000 | 18 729 | 18 729 | 544 981 CHF | 545 356 CHF | 98,76% | 98,76% |