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% | 31,38 CHF | 31,39 CHF | 27 000 | 27 000 | 15 068 | 15 068 | 478 115 CHF | 478 358 CHF | 99,88% | 99,88% |
19/11/2024 | 0,06% | 31,30 CHF | 31,31 CHF | 27 000 | 27 000 | 15 001 | 15 001 | 470 795 CHF | 471 036 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 31,78 CHF | 31,79 CHF | 27 000 | 27 000 | 15 015 | 15 015 | 476 465 CHF | 476 708 CHF | 99,20% | 99,20% |
15/11/2024 | 0,06% | 31,79 CHF | 31,80 CHF | 27 000 | 27 000 | 15 112 | 15 112 | 487 733 CHF | 487 977 CHF | 98,88% | 98,88% |
14/11/2024 | 0,06% | 32,56 CHF | 32,57 CHF | 26 000 | 26 000 | 14 661 | 14 661 | 478 321 CHF | 478 557 CHF | 99,67% | 99,67% |
13/11/2024 | 0,06% | 32,06 CHF | 32,07 CHF | 27 000 | 27 000 | 15 049 | 15 049 | 482 177 CHF | 482 420 CHF | 100,00% | 100,00% |
12/11/2024 | 0,06% | 31,92 CHF | 31,93 CHF | 27 000 | 27 000 | 15 067 | 15 067 | 478 408 CHF | 478 650 CHF | 99,85% | 99,85% |
11/11/2024 | 0,06% | 31,65 CHF | 31,66 CHF | 27 000 | 27 000 | 15 050 | 15 050 | 481 860 CHF | 482 102 CHF | 100,00% | 100,00% |
08/11/2024 | 0,06% | 31,94 CHF | 31,95 CHF | 27 000 | 27 000 | 15 084 | 15 084 | 482 686 CHF | 482 928 CHF | 99,18% | 99,18% |
07/11/2024 | 0,06% | 32,04 CHF | 32,05 CHF | 27 000 | 27 000 | 15 058 | 15 058 | 478 772 CHF | 479 014 CHF | 99,81% | 99,81% |