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 | 0,23% | 21,80 CHF | 21,85 CHF | 8 000 | 8 000 | 7 925 | 7 925 | 172 909 CHF | 173 306 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 21,60 CHF | 21,65 CHF | 8 000 | 8 000 | 7 924 | 7 924 | 169 476 CHF | 169 872 CHF | 98,88% | 98,88% |
18/11/2024 | 0,24% | 21,40 CHF | 21,45 CHF | 8 000 | 8 000 | 7 925 | 7 925 | 169 697 CHF | 170 093 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 21,50 CHF | 21,55 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 180 482 CHF | 180 882 CHF | 72,10% | 72,10% |
14/11/2024 | 0,21% | 23,95 CHF | 24,00 CHF | 7 000 | 7 000 | 6 934 | 6 934 | 165 665 CHF | 166 012 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 23,90 CHF | 23,95 CHF | 7 000 | 7 000 | 6 933 | 6 933 | 164 203 CHF | 164 550 CHF | 98,52% | 98,52% |
12/11/2024 | 0,21% | 24,10 CHF | 24,15 CHF | 7 000 | 7 000 | 6 934 | 6 934 | 166 519 CHF | 166 866 CHF | 99,65% | 99,65% |
11/11/2024 | 0,21% | 23,75 CHF | 23,80 CHF | 7 000 | 7 000 | 6 934 | 6 934 | 165 315 CHF | 165 662 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 23,50 CHF | 23,55 CHF | 7 000 | 7 000 | 6 992 | 6 992 | 163 470 CHF | 163 820 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 23,45 CHF | 23,50 CHF | 7 000 | 7 000 | 7 516 | 7 516 | 174 246 CHF | 174 622 CHF | 100,00% | 100,00% |