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% | 24,11 CHF | 24,12 CHF | 32 000 | 32 000 | 17 672 | 17 672 | 432 140 CHF | 432 492 CHF | 99,77% | 99,77% |
19/11/2024 | 0,10% | 24,30 CHF | 24,31 CHF | 32 000 | 32 000 | 17 755 | 17 755 | 426 413 CHF | 426 767 CHF | 100,00% | 100,00% |
18/11/2024 | 0,10% | 24,06 CHF | 24,07 CHF | 32 000 | 32 000 | 17 887 | 17 887 | 427 265 CHF | 427 621 CHF | 99,90% | 99,90% |
15/11/2024 | 0,10% | 23,60 CHF | 23,61 CHF | 33 000 | 33 000 | 17 836 | 17 836 | 429 221 CHF | 429 576 CHF | 99,24% | 99,24% |
14/11/2024 | 0,10% | 24,36 CHF | 24,37 CHF | 32 000 | 32 000 | 17 190 | 17 190 | 426 424 CHF | 426 774 CHF | 99,87% | 99,87% |
13/11/2024 | 0,09% | 24,89 CHF | 24,90 CHF | 32 000 | 32 000 | 17 577 | 17 577 | 440 675 CHF | 441 026 CHF | 100,00% | 100,00% |
12/11/2024 | 0,09% | 24,93 CHF | 24,94 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 437 170 CHF | 437 521 CHF | 99,90% | 99,90% |
11/11/2024 | 0,10% | 24,86 CHF | 24,87 CHF | 32 000 | 32 000 | 17 562 | 17 562 | 434 336 CHF | 434 689 CHF | 99,17% | 99,17% |
08/11/2024 | 0,09% | 24,51 CHF | 24,52 CHF | 32 000 | 32 000 | 17 663 | 17 663 | 435 235 CHF | 435 586 CHF | 99,10% | 99,10% |
07/11/2024 | 0,10% | 24,53 CHF | 24,54 CHF | 32 000 | 32 000 | 17 669 | 17 669 | 431 103 CHF | 431 456 CHF | 99,53% | 99,53% |