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 | 0,17% | 29,20 CHF | 29,25 CHF | 15 000 | 15 000 | 14 859 | 14 859 | 438 592 CHF | 439 336 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 29,20 CHF | 29,25 CHF | 15 000 | 15 000 | 14 858 | 14 858 | 432 032 CHF | 432 775 CHF | 99,31% | 99,31% |
18/11/2024 | 0,17% | 29,35 CHF | 29,40 CHF | 15 000 | 15 000 | 14 860 | 14 860 | 434 412 CHF | 435 156 CHF | 100,00% | 100,00% |
15/11/2024 | 0,17% | 29,30 CHF | 29,35 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 443 716 CHF | 444 466 CHF | 72,91% | 72,91% |
14/11/2024 | 0,17% | 30,15 CHF | 30,20 CHF | 15 000 | 15 000 | 14 860 | 14 859 | 450 535 CHF | 451 258 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 30,15 CHF | 30,20 CHF | 15 000 | 15 000 | 14 858 | 14 858 | 446 181 CHF | 446 924 CHF | 99,16% | 99,16% |
12/11/2024 | 0,17% | 30,10 CHF | 30,15 CHF | 15 000 | 15 000 | 14 860 | 14 859 | 447 983 CHF | 448 714 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 30,20 CHF | 30,25 CHF | 15 000 | 15 000 | 14 859 | 14 859 | 449 117 CHF | 449 861 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 29,90 CHF | 29,95 CHF | 15 000 | 15 000 | 14 860 | 14 860 | 440 880 CHF | 441 623 CHF | 100,00% | 100,00% |
07/11/2024 | 0,17% | 29,50 CHF | 29,55 CHF | 15 000 | 15 000 | 14 859 | 14 859 | 437 903 CHF | 438 647 CHF | 100,00% | 100,00% |