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 | 0,12% | 30,63 CHF | 30,65 CHF | 34 000 | 34 000 | 17 773 | 17 773 | 556 301 CHF | 556 887 CHF | 99,90% | 99,90% |
19/11/2024 | 0,13% | 31,43 CHF | 31,45 CHF | 33 000 | 33 000 | 17 786 | 17 786 | 544 282 CHF | 544 868 CHF | 99,54% | 99,54% |
18/11/2024 | 0,12% | 31,61 CHF | 31,63 CHF | 33 000 | 33 000 | 17 572 | 17 572 | 553 202 CHF | 553 784 CHF | 98,20% | 98,20% |
15/11/2024 | 0,14% | 28,16 CHF | 28,18 CHF | 36 000 | 36 000 | 19 134 | 19 134 | 524 176 CHF | 524 810 CHF | 99,46% | 99,46% |
14/11/2024 | 0,13% | 28,14 CHF | 28,16 CHF | 36 000 | 36 000 | 18 345 | 18 345 | 534 213 CHF | 534 811 CHF | 98,81% | 98,81% |
13/11/2024 | 0,13% | 29,38 CHF | 29,40 CHF | 35 000 | 35 000 | 17 988 | 17 988 | 541 686 CHF | 542 278 CHF | 99,34% | 99,34% |
12/11/2024 | 0,12% | 30,80 CHF | 30,82 CHF | 34 000 | 34 000 | 16 981 | 16 981 | 532 351 CHF | 532 885 CHF | 96,29% | 96,29% |
11/11/2024 | 0,13% | 32,63 CHF | 32,65 CHF | 32 000 | 32 000 | 17 731 | 17 731 | 553 358 CHF | 553 943 CHF | 99,13% | 99,13% |
08/11/2024 | 0,12% | 27,33 CHF | 27,35 CHF | 36 000 | 36 000 | 19 690 | 19 690 | 505 312 CHF | 505 843 CHF | 100,00% | 100,00% |
07/11/2024 | 0,13% | 24,96 CHF | 24,98 CHF | 39 000 | 39 000 | 20 809 | 20 809 | 498 645 CHF | 499 209 CHF | 99,77% | 99,77% |