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 | 0,11% | 21,66 CHF | 21,67 CHF | 32 000 | 32 000 | 17 672 | 17 672 | 388 854 CHF | 389 206 CHF | 99,77% | 99,77% |
19/11/2024 | 0,11% | 21,87 CHF | 21,88 CHF | 32 000 | 32 000 | 17 754 | 17 754 | 383 080 CHF | 383 434 CHF | 100,00% | 100,00% |
18/11/2024 | 0,11% | 21,61 CHF | 21,62 CHF | 32 000 | 32 000 | 17 887 | 17 887 | 383 408 CHF | 383 764 CHF | 99,90% | 99,90% |
15/11/2024 | 0,11% | 21,15 CHF | 21,16 CHF | 33 000 | 33 000 | 17 830 | 17 830 | 385 258 CHF | 385 613 CHF | 99,28% | 99,28% |
14/11/2024 | 0,11% | 21,90 CHF | 21,91 CHF | 32 000 | 32 000 | 17 191 | 17 191 | 384 239 CHF | 384 589 CHF | 99,82% | 99,82% |
13/11/2024 | 0,10% | 22,45 CHF | 22,46 CHF | 32 000 | 32 000 | 17 577 | 17 577 | 397 775 CHF | 398 126 CHF | 100,00% | 100,00% |
12/11/2024 | 0,10% | 22,50 CHF | 22,51 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 394 520 CHF | 394 871 CHF | 99,90% | 99,90% |
11/11/2024 | 0,11% | 22,43 CHF | 22,44 CHF | 32 000 | 32 000 | 17 562 | 17 562 | 391 673 CHF | 392 025 CHF | 99,17% | 99,17% |
08/11/2024 | 0,10% | 22,10 CHF | 22,11 CHF | 32 000 | 32 000 | 17 663 | 17 663 | 392 689 CHF | 393 040 CHF | 99,10% | 99,10% |
07/11/2024 | 0,11% | 22,13 CHF | 22,14 CHF | 32 000 | 32 000 | 17 673 | 17 673 | 388 541 CHF | 388 894 CHF | 99,47% | 99,47% |