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 | 0,10% | 22,47 CHF | 22,48 CHF | 32 000 | 32 000 | 17 672 | 17 672 | 403 205 CHF | 403 557 CHF | 99,77% | 99,77% |
19/11/2024 | 0,10% | 22,67 CHF | 22,68 CHF | 32 000 | 32 000 | 17 754 | 17 754 | 397 415 CHF | 397 769 CHF | 100,00% | 100,00% |
18/11/2024 | 0,11% | 22,42 CHF | 22,43 CHF | 32 000 | 32 000 | 17 886 | 17 886 | 397 910 CHF | 398 265 CHF | 99,90% | 99,90% |
15/11/2024 | 0,10% | 21,96 CHF | 21,97 CHF | 33 000 | 33 000 | 17 758 | 17 758 | 398 154 CHF | 398 507 CHF | 99,72% | 99,72% |
14/11/2024 | 0,10% | 22,71 CHF | 22,72 CHF | 32 000 | 32 000 | 17 190 | 17 190 | 398 163 CHF | 398 513 CHF | 99,87% | 99,87% |
13/11/2024 | 0,10% | 23,26 CHF | 23,27 CHF | 32 000 | 32 000 | 17 578 | 17 578 | 412 015 CHF | 412 366 CHF | 100,00% | 100,00% |
12/11/2024 | 0,10% | 23,30 CHF | 23,31 CHF | 32 000 | 32 000 | 17 502 | 17 502 | 408 665 CHF | 409 015 CHF | 99,90% | 99,90% |
11/11/2024 | 0,10% | 23,23 CHF | 23,24 CHF | 32 000 | 32 000 | 17 563 | 17 563 | 405 811 CHF | 406 163 CHF | 99,17% | 99,17% |
08/11/2024 | 0,10% | 22,90 CHF | 22,91 CHF | 32 000 | 32 000 | 17 630 | 17 630 | 405 990 CHF | 406 341 CHF | 98,72% | 98,72% |
07/11/2024 | 0,10% | 22,93 CHF | 22,94 CHF | 32 000 | 32 000 | 17 669 | 17 669 | 402 586 CHF | 402 939 CHF | 99,53% | 99,53% |