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 | 0,18% | 28,10 CHF | 28,15 CHF | 5 000 | 5 000 | 4 984 | 4 984 | 139 024 CHF | 139 273 CHF | 99,98% | 99,98% |
20/11/2024 | 0,18% | 27,55 CHF | 27,60 CHF | 5 100 | 5 100 | 5 052 | 5 052 | 140 063 CHF | 140 316 CHF | 100,00% | 100,00% |
19/11/2024 | 0,18% | 27,30 CHF | 27,35 CHF | 5 200 | 5 200 | 5 111 | 5 111 | 139 638 CHF | 139 894 CHF | 98,87% | 98,87% |
18/11/2024 | 0,18% | 27,45 CHF | 27,50 CHF | 5 100 | 5 100 | 5 098 | 5 098 | 139 792 CHF | 140 048 CHF | 100,00% | 100,00% |
15/11/2024 | 0,19% | 27,20 CHF | 27,25 CHF | 5 200 | 5 200 | 5 250 | 5 250 | 141 297 CHF | 141 559 CHF | 72,10% | 72,10% |
14/11/2024 | 0,19% | 27,45 CHF | 27,50 CHF | 5 200 | 5 200 | 5 168 | 5 168 | 139 434 CHF | 139 693 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 27,50 CHF | 27,55 CHF | 5 100 | 5 100 | 5 109 | 5 109 | 140 392 CHF | 140 647 CHF | 99,34% | 99,34% |
12/11/2024 | 0,19% | 26,95 CHF | 27,00 CHF | 5 200 | 5 200 | 5 151 | 5 151 | 140 448 CHF | 140 706 CHF | 100,00% | 100,00% |
11/11/2024 | 0,18% | 27,75 CHF | 27,80 CHF | 5 100 | 5 100 | 5 052 | 5 052 | 140 496 CHF | 140 749 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 27,70 CHF | 27,75 CHF | 5 100 | 5 100 | 5 056 | 5 056 | 139 992 CHF | 140 245 CHF | 100,00% | 100,00% |