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 | 0,30% | 16,90 CHF | 16,95 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 674 801 CHF | 676 784 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 16,85 CHF | 16,90 CHF | 40 000 | 40 000 | 39 622 | 39 622 | 667 106 CHF | 669 089 CHF | 99,32% | 99,32% |
18/11/2024 | 0,30% | 17,15 CHF | 17,20 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 677 191 CHF | 679 174 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 17,25 CHF | 17,30 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 691 735 CHF | 693 735 CHF | 73,38% | 73,38% |
14/11/2024 | 0,28% | 17,65 CHF | 17,70 CHF | 40 000 | 40 000 | 39 626 | 39 624 | 702 255 CHF | 704 208 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 17,65 CHF | 17,70 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 692 887 CHF | 694 870 CHF | 99,85% | 99,85% |
12/11/2024 | 0,28% | 17,70 CHF | 17,75 CHF | 40 000 | 40 000 | 39 626 | 39 625 | 705 391 CHF | 707 352 CHF | 100,00% | 100,00% |
11/11/2024 | 0,28% | 17,85 CHF | 17,90 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 701 507 CHF | 703 490 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 17,45 CHF | 17,50 CHF | 40 000 | 40 000 | 39 626 | 39 626 | 682 276 CHF | 684 260 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 17,15 CHF | 17,20 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 684 497 CHF | 686 481 CHF | 100,00% | 100,00% |