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 | 0,16% | 30,40 CHF | 30,45 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 608 895 CHF | 609 886 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 30,40 CHF | 30,45 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 600 122 CHF | 601 114 CHF | 99,30% | 99,30% |
18/11/2024 | 0,17% | 30,60 CHF | 30,65 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 603 442 CHF | 604 434 CHF | 100,00% | 100,00% |
15/11/2024 | 0,16% | 30,55 CHF | 30,60 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 616 136 CHF | 617 136 CHF | 73,20% | 73,20% |
14/11/2024 | 0,16% | 31,35 CHF | 31,40 CHF | 20 000 | 20 000 | 19 813 | 19 812 | 624 895 CHF | 625 854 CHF | 100,00% | 100,00% |
13/11/2024 | 0,16% | 31,35 CHF | 31,40 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 618 984 CHF | 619 975 CHF | 99,16% | 99,16% |
12/11/2024 | 0,16% | 31,30 CHF | 31,35 CHF | 20 000 | 20 000 | 19 814 | 19 812 | 621 336 CHF | 622 275 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 31,40 CHF | 31,45 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 622 743 CHF | 623 735 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 31,10 CHF | 31,15 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 611 525 CHF | 612 517 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 30,70 CHF | 30,75 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 607 643 CHF | 608 635 CHF | 100,00% | 100,00% |