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% | 26,40 CHF | 26,45 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 264 679 CHF | 265 175 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 26,40 CHF | 26,45 CHF | 10 000 | 10 000 | 9 905 | 9 905 | 260 401 CHF | 260 897 CHF | 99,31% | 99,31% |
18/11/2024 | 0,19% | 26,55 CHF | 26,60 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 261 848 CHF | 262 343 CHF | 100,00% | 100,00% |
15/11/2024 | 0,19% | 26,50 CHF | 26,55 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 267 791 CHF | 268 291 CHF | 73,59% | 73,59% |
14/11/2024 | 0,18% | 27,35 CHF | 27,40 CHF | 10 000 | 10 000 | 9 906 | 9 905 | 272 567 CHF | 273 032 CHF | 100,00% | 100,00% |
13/11/2024 | 0,19% | 27,35 CHF | 27,40 CHF | 10 000 | 10 000 | 9 905 | 9 905 | 269 872 CHF | 270 368 CHF | 99,17% | 99,17% |
12/11/2024 | 0,18% | 27,30 CHF | 27,35 CHF | 10 000 | 10 000 | 9 907 | 9 906 | 271 109 CHF | 271 582 CHF | 100,00% | 100,00% |
11/11/2024 | 0,18% | 27,45 CHF | 27,50 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 271 960 CHF | 272 456 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 27,15 CHF | 27,20 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 266 678 CHF | 267 174 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 26,80 CHF | 26,85 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 264 665 CHF | 265 161 CHF | 100,00% | 100,00% |