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 | 0,08% | 24,86 CHF | 24,88 CHF | 42 000 | 42 000 | 19 001 | 19 001 | 477 836 CHF | 478 217 CHF | 99,25% | 99,25% |
19/11/2024 | 0,08% | 25,13 CHF | 25,15 CHF | 42 000 | 42 000 | 19 107 | 19 107 | 474 254 CHF | 474 636 CHF | 99,55% | 99,55% |
18/11/2024 | 0,08% | 25,25 CHF | 25,27 CHF | 42 000 | 42 000 | 18 854 | 18 854 | 478 021 CHF | 478 399 CHF | 99,20% | 99,20% |
15/11/2024 | 0,08% | 25,48 CHF | 25,50 CHF | 42 000 | 42 000 | 17 766 | 17 766 | 464 233 CHF | 464 591 CHF | 98,10% | 98,10% |
14/11/2024 | 0,07% | 26,90 CHF | 26,92 CHF | 40 000 | 40 000 | 17 290 | 17 290 | 471 174 CHF | 471 520 CHF | 98,74% | 98,74% |
13/11/2024 | 0,08% | 26,81 CHF | 26,83 CHF | 40 000 | 40 000 | 18 511 | 18 511 | 488 285 CHF | 488 656 CHF | 99,27% | 99,27% |
12/11/2024 | 0,08% | 25,71 CHF | 25,73 CHF | 41 000 | 41 000 | 18 765 | 18 765 | 484 452 CHF | 484 828 CHF | 99,49% | 99,49% |
11/11/2024 | 0,08% | 25,78 CHF | 25,80 CHF | 41 000 | 41 000 | 18 617 | 18 617 | 483 827 CHF | 484 200 CHF | 99,26% | 99,26% |
08/11/2024 | 0,08% | 25,94 CHF | 25,96 CHF | 41 000 | 41 000 | 18 775 | 18 775 | 487 538 CHF | 487 914 CHF | 99,63% | 99,63% |
07/11/2024 | 0,08% | 26,21 CHF | 26,23 CHF | 41 000 | 41 000 | 18 720 | 18 720 | 484 775 CHF | 485 150 CHF | 98,79% | 98,79% |