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 | 0,19% | 25,55 CHF | 25,60 CHF | 30 000 | 30 000 | 29 824 | 29 824 | 771 717 CHF | 773 209 CHF | 99,61% | 99,61% |
19/11/2024 | 0,20% | 25,60 CHF | 25,65 CHF | 30 000 | 30 000 | 29 906 | 29 906 | 761 076 CHF | 762 572 CHF | 98,62% | 98,62% |
18/11/2024 | 0,20% | 25,75 CHF | 25,80 CHF | 30 000 | 30 000 | 29 752 | 29 752 | 761 365 CHF | 762 854 CHF | 99,88% | 99,88% |
15/11/2024 | 0,19% | 25,65 CHF | 25,70 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 778 042 CHF | 779 542 CHF | 73,17% | 73,17% |
14/11/2024 | 0,19% | 26,50 CHF | 26,55 CHF | 30 000 | 30 000 | 29 719 | 29 718 | 792 599 CHF | 794 042 CHF | 100,00% | 100,00% |
13/11/2024 | 0,19% | 26,50 CHF | 26,55 CHF | 30 000 | 30 000 | 29 858 | 29 858 | 788 427 CHF | 789 921 CHF | 98,64% | 98,64% |
12/11/2024 | 0,19% | 26,45 CHF | 26,50 CHF | 30 000 | 30 000 | 29 720 | 29 718 | 788 410 CHF | 789 833 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 26,60 CHF | 26,65 CHF | 30 000 | 30 000 | 29 736 | 29 736 | 791 511 CHF | 792 999 CHF | 99,94% | 99,94% |
08/11/2024 | 0,19% | 26,30 CHF | 26,35 CHF | 30 000 | 30 000 | 29 763 | 29 763 | 776 684 CHF | 778 174 CHF | 99,84% | 99,84% |
07/11/2024 | 0,19% | 25,95 CHF | 26,00 CHF | 30 000 | 30 000 | 29 854 | 29 854 | 772 730 CHF | 774 223 CHF | 99,51% | 99,51% |