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 | 0,17% | 29,50 CHF | 29,55 CHF | 5 000 | 5 000 | 4 981 | 4 981 | 145 906 CHF | 146 155 CHF | 99,98% | 99,98% |
20/11/2024 | 0,17% | 28,95 CHF | 29,00 CHF | 5 100 | 5 100 | 5 052 | 5 052 | 147 108 CHF | 147 361 CHF | 100,00% | 100,00% |
19/11/2024 | 0,18% | 28,70 CHF | 28,75 CHF | 5 200 | 5 200 | 5 113 | 5 113 | 146 841 CHF | 147 097 CHF | 98,87% | 98,87% |
18/11/2024 | 0,18% | 28,85 CHF | 28,90 CHF | 5 100 | 5 100 | 5 101 | 5 101 | 146 980 CHF | 147 236 CHF | 100,00% | 100,00% |
15/11/2024 | 0,18% | 28,60 CHF | 28,65 CHF | 5 200 | 5 200 | 5 246 | 5 246 | 148 503 CHF | 148 765 CHF | 72,10% | 72,10% |
14/11/2024 | 0,18% | 28,85 CHF | 28,90 CHF | 5 200 | 5 200 | 5 168 | 5 168 | 146 638 CHF | 146 897 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 28,90 CHF | 28,95 CHF | 5 100 | 5 100 | 5 104 | 5 104 | 147 363 CHF | 147 618 CHF | 99,37% | 99,37% |
12/11/2024 | 0,18% | 28,35 CHF | 28,40 CHF | 5 200 | 5 200 | 5 150 | 5 150 | 147 592 CHF | 147 850 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 29,15 CHF | 29,20 CHF | 5 100 | 5 100 | 5 052 | 5 052 | 147 548 CHF | 147 801 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 29,10 CHF | 29,15 CHF | 5 100 | 5 100 | 5 057 | 5 057 | 147 033 CHF | 147 286 CHF | 100,00% | 100,00% |