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 | 0,29% | 17,35 CHF | 17,40 CHF | 40 000 | 40 000 | 39 623 | 39 623 | 692 477 CHF | 694 460 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 17,30 CHF | 17,35 CHF | 40 000 | 40 000 | 39 622 | 39 622 | 684 763 CHF | 686 746 CHF | 99,32% | 99,32% |
18/11/2024 | 0,29% | 17,55 CHF | 17,60 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 694 948 CHF | 696 932 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 17,70 CHF | 17,75 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 709 652 CHF | 711 652 CHF | 73,30% | 73,30% |
14/11/2024 | 0,28% | 18,05 CHF | 18,10 CHF | 40 000 | 40 000 | 39 626 | 39 624 | 719 984 CHF | 721 930 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 18,10 CHF | 18,15 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 710 477 CHF | 712 460 CHF | 99,87% | 99,87% |
12/11/2024 | 0,28% | 18,15 CHF | 18,20 CHF | 40 000 | 40 000 | 39 627 | 39 624 | 723 044 CHF | 724 967 CHF | 100,00% | 100,00% |
11/11/2024 | 0,28% | 18,25 CHF | 18,30 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 719 121 CHF | 721 104 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 17,90 CHF | 17,95 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 699 690 CHF | 701 674 CHF | 100,00% | 100,00% |
07/11/2024 | 0,28% | 17,60 CHF | 17,65 CHF | 40 000 | 40 000 | 39 623 | 39 623 | 701 981 CHF | 703 964 CHF | 100,00% | 100,00% |