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% | 17,50 CHF | 17,55 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 436 775 CHF | 438 015 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 17,45 CHF | 17,50 CHF | 25 000 | 25 000 | 24 764 | 24 764 | 431 930 CHF | 433 170 CHF | 99,32% | 99,32% |
18/11/2024 | 0,29% | 17,75 CHF | 17,80 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 438 256 CHF | 439 495 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 17,85 CHF | 17,90 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 447 531 CHF | 448 781 CHF | 73,38% | 73,38% |
14/11/2024 | 0,28% | 18,25 CHF | 18,30 CHF | 25 000 | 25 000 | 24 766 | 24 765 | 454 005 CHF | 455 220 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 18,25 CHF | 18,30 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 448 025 CHF | 449 264 CHF | 99,86% | 99,86% |
12/11/2024 | 0,27% | 18,30 CHF | 18,35 CHF | 25 000 | 25 000 | 24 767 | 24 765 | 455 815 CHF | 457 016 CHF | 100,00% | 100,00% |
11/11/2024 | 0,28% | 18,45 CHF | 18,50 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 453 343 CHF | 454 583 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 18,05 CHF | 18,10 CHF | 25 000 | 25 000 | 24 766 | 24 766 | 441 199 CHF | 442 439 CHF | 100,00% | 100,00% |
07/11/2024 | 0,28% | 17,75 CHF | 17,80 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 442 587 CHF | 443 826 CHF | 100,00% | 100,00% |