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% | 16,15 CHF | 16,20 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 483 383 CHF | 484 870 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 16,10 CHF | 16,15 CHF | 30 000 | 30 000 | 29 716 | 29 716 | 477 711 CHF | 479 198 CHF | 99,33% | 99,33% |
18/11/2024 | 0,31% | 16,35 CHF | 16,40 CHF | 30 000 | 30 000 | 29 719 | 29 717 | 485 160 CHF | 486 610 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 16,45 CHF | 16,50 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 495 957 CHF | 497 457 CHF | 72,83% | 72,83% |
14/11/2024 | 0,30% | 16,85 CHF | 16,90 CHF | 30 000 | 30 000 | 29 719 | 29 717 | 503 776 CHF | 505 228 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 16,90 CHF | 16,95 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 496 982 CHF | 498 469 CHF | 99,85% | 99,85% |
12/11/2024 | 0,30% | 16,95 CHF | 17,00 CHF | 30 000 | 30 000 | 29 720 | 29 718 | 506 487 CHF | 507 931 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 17,05 CHF | 17,10 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 503 642 CHF | 505 129 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 16,70 CHF | 16,75 CHF | 30 000 | 30 000 | 29 719 | 29 717 | 489 406 CHF | 490 857 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 16,40 CHF | 16,45 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 491 006 CHF | 492 494 CHF | 100,00% | 100,00% |