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 | 0,09% | 24,39 CHF | 24,40 CHF | 32 000 | 32 000 | 17 672 | 17 672 | 437 118 CHF | 437 470 CHF | 99,77% | 99,77% |
19/11/2024 | 0,10% | 24,59 CHF | 24,60 CHF | 32 000 | 32 000 | 17 754 | 17 754 | 431 392 CHF | 431 746 CHF | 100,00% | 100,00% |
18/11/2024 | 0,10% | 24,34 CHF | 24,35 CHF | 32 000 | 32 000 | 17 887 | 17 887 | 432 313 CHF | 432 669 CHF | 99,90% | 99,90% |
15/11/2024 | 0,10% | 23,88 CHF | 23,89 CHF | 33 000 | 33 000 | 17 836 | 17 836 | 434 198 CHF | 434 553 CHF | 99,24% | 99,24% |
14/11/2024 | 0,09% | 24,63 CHF | 24,64 CHF | 32 000 | 32 000 | 17 190 | 17 190 | 431 219 CHF | 431 570 CHF | 99,87% | 99,87% |
13/11/2024 | 0,09% | 25,17 CHF | 25,18 CHF | 32 000 | 32 000 | 17 577 | 17 577 | 445 545 CHF | 445 896 CHF | 100,00% | 100,00% |
12/11/2024 | 0,09% | 25,21 CHF | 25,22 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 442 022 CHF | 442 372 CHF | 99,90% | 99,90% |
11/11/2024 | 0,09% | 25,14 CHF | 25,15 CHF | 32 000 | 32 000 | 17 562 | 17 562 | 439 191 CHF | 439 544 CHF | 99,17% | 99,17% |
08/11/2024 | 0,09% | 24,78 CHF | 24,79 CHF | 32 000 | 32 000 | 17 630 | 17 630 | 439 220 CHF | 439 572 CHF | 98,72% | 98,72% |
07/11/2024 | 0,09% | 24,81 CHF | 24,82 CHF | 32 000 | 32 000 | 17 673 | 17 673 | 436 040 CHF | 436 393 CHF | 99,47% | 99,47% |