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 | 0,31% | 16,30 CHF | 16,35 CHF | 50 000 | 50 000 | 49 706 | 49 706 | 816 305 CHF | 818 792 CHF | 99,61% | 99,61% |
19/11/2024 | 0,31% | 16,25 CHF | 16,30 CHF | 50 000 | 50 000 | 49 843 | 49 843 | 809 024 CHF | 811 518 CHF | 98,61% | 98,61% |
18/11/2024 | 0,31% | 16,50 CHF | 16,55 CHF | 50 000 | 50 000 | 49 588 | 49 588 | 817 319 CHF | 819 801 CHF | 99,87% | 99,87% |
15/11/2024 | 0,30% | 16,65 CHF | 16,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 834 308 CHF | 836 808 CHF | 73,38% | 73,38% |
14/11/2024 | 0,29% | 17,00 CHF | 17,05 CHF | 50 000 | 50 000 | 49 532 | 49 529 | 847 420 CHF | 849 848 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 17,05 CHF | 17,10 CHF | 50 000 | 50 000 | 49 765 | 49 765 | 840 079 CHF | 842 568 CHF | 99,34% | 99,34% |
12/11/2024 | 0,29% | 17,10 CHF | 17,15 CHF | 50 000 | 50 000 | 49 534 | 49 530 | 851 884 CHF | 854 298 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 17,20 CHF | 17,25 CHF | 50 000 | 50 000 | 49 560 | 49 560 | 847 586 CHF | 850 067 CHF | 99,94% | 99,94% |
08/11/2024 | 0,30% | 16,85 CHF | 16,90 CHF | 50 000 | 50 000 | 49 606 | 49 606 | 824 494 CHF | 826 976 CHF | 99,84% | 99,84% |
07/11/2024 | 0,30% | 16,55 CHF | 16,60 CHF | 50 000 | 50 000 | 49 757 | 49 757 | 829 773 CHF | 832 262 CHF | 99,51% | 99,51% |