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 | 0,28% | 31,78 CHF | 31,87 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 486 172 CHF | 487 522 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 31,70 CHF | 31,80 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 475 559 CHF | 477 059 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 32,97 CHF | 33,07 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 490 461 CHF | 491 961 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 32,75 CHF | 32,85 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 500 683 CHF | 502 183 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 34,90 CHF | 35,00 CHF | 15 000 | 15 000 | 14 965 | 14 963 | 511 027 CHF | 512 453 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 33,70 CHF | 33,80 CHF | 15 000 | 15 000 | 14 967 | 14 967 | 501 936 CHF | 503 433 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 33,79 CHF | 33,89 CHF | 15 000 | 15 000 | 14 995 | 15 000 | 523 739 CHF | 525 523 CHF | 100,00% | 100,00% |
11/11/2024 | 0,27% | 36,43 CHF | 36,53 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 548 120 CHF | 549 620 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 35,16 CHF | 35,27 CHF | 15 000 | 15 000 | 14 964 | 14 964 | 530 610 CHF | 532 257 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 36,70 CHF | 36,81 CHF | 15 000 | 15 000 | 14 967 | 14 967 | 552 768 CHF | 554 399 CHF | 100,00% | 100,00% |