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 | 0,13% | 29,73 CHF | 29,75 CHF | 34 000 | 34 000 | 17 773 | 17 773 | 540 389 CHF | 540 976 CHF | 99,90% | 99,90% |
19/11/2024 | 0,13% | 30,53 CHF | 30,55 CHF | 33 000 | 33 000 | 17 787 | 17 787 | 528 372 CHF | 528 958 CHF | 99,54% | 99,54% |
18/11/2024 | 0,13% | 30,71 CHF | 30,73 CHF | 33 000 | 33 000 | 17 572 | 17 572 | 537 393 CHF | 537 976 CHF | 98,20% | 98,20% |
15/11/2024 | 0,15% | 27,26 CHF | 27,28 CHF | 36 000 | 36 000 | 19 135 | 19 135 | 507 009 CHF | 507 642 CHF | 99,46% | 99,46% |
14/11/2024 | 0,14% | 27,24 CHF | 27,26 CHF | 36 000 | 36 000 | 18 343 | 18 343 | 517 665 CHF | 518 264 CHF | 98,87% | 98,87% |
13/11/2024 | 0,13% | 28,49 CHF | 28,51 CHF | 35 000 | 35 000 | 17 989 | 17 989 | 525 639 CHF | 526 230 CHF | 99,34% | 99,34% |
12/11/2024 | 0,12% | 29,91 CHF | 29,93 CHF | 34 000 | 34 000 | 17 005 | 17 005 | 517 932 CHF | 518 467 CHF | 96,08% | 96,08% |
11/11/2024 | 0,13% | 31,74 CHF | 31,76 CHF | 32 000 | 32 000 | 17 719 | 17 719 | 537 213 CHF | 537 798 CHF | 99,06% | 99,06% |
08/11/2024 | 0,13% | 26,45 CHF | 26,47 CHF | 36 000 | 36 000 | 19 694 | 19 694 | 488 109 CHF | 488 640 CHF | 100,00% | 100,00% |
07/11/2024 | 0,14% | 24,08 CHF | 24,10 CHF | 39 000 | 39 000 | 20 809 | 20 809 | 480 345 CHF | 480 909 CHF | 99,77% | 99,77% |