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 | 0,21% | 24,15 CHF | 24,20 CHF | 25 000 | 25 000 | 24 766 | 24 765 | 602 097 CHF | 603 333 CHF | 100,00% | 100,00% |
19/11/2024 | 0,21% | 24,25 CHF | 24,30 CHF | 25 000 | 25 000 | 24 766 | 24 765 | 600 952 CHF | 602 187 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 24,50 CHF | 24,55 CHF | 25 000 | 25 000 | 24 766 | 24 765 | 608 603 CHF | 609 837 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 24,65 CHF | 24,70 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 620 717 CHF | 621 967 CHF | 78,21% | 78,21% |
14/11/2024 | 0,20% | 25,40 CHF | 25,45 CHF | 25 000 | 25 000 | 24 766 | 24 765 | 626 592 CHF | 627 828 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 25,50 CHF | 25,55 CHF | 25 000 | 25 000 | 24 764 | 24 764 | 633 150 CHF | 634 390 CHF | 99,56% | 99,56% |
12/11/2024 | 0,20% | 25,45 CHF | 25,50 CHF | 25 000 | 25 000 | 24 764 | 24 764 | 631 894 CHF | 633 133 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 25,80 CHF | 25,85 CHF | 25 000 | 25 000 | 24 766 | 24 766 | 639 103 CHF | 640 343 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 25,50 CHF | 25,55 CHF | 25 000 | 25 000 | 24 766 | 24 766 | 633 748 CHF | 634 985 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 25,85 CHF | 25,90 CHF | 25 000 | 25 000 | 24 766 | 24 766 | 639 108 CHF | 640 348 CHF | 100,00% | 100,00% |