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% | 20,88 CHF | 20,89 CHF | 32 000 | 32 000 | 17 672 | 17 672 | 375 030 CHF | 375 382 CHF | 99,77% | 99,77% |
19/11/2024 | 0,11% | 21,08 CHF | 21,09 CHF | 32 000 | 32 000 | 17 754 | 17 754 | 369 184 CHF | 369 538 CHF | 100,00% | 100,00% |
18/11/2024 | 0,11% | 20,83 CHF | 20,84 CHF | 32 000 | 32 000 | 17 887 | 17 887 | 369 401 CHF | 369 757 CHF | 99,90% | 99,90% |
15/11/2024 | 0,11% | 20,36 CHF | 20,37 CHF | 33 000 | 33 000 | 17 758 | 17 758 | 369 765 CHF | 370 119 CHF | 99,72% | 99,72% |
14/11/2024 | 0,11% | 21,12 CHF | 21,13 CHF | 32 000 | 32 000 | 17 188 | 17 188 | 370 649 CHF | 370 999 CHF | 99,87% | 99,87% |
13/11/2024 | 0,11% | 21,67 CHF | 21,68 CHF | 32 000 | 32 000 | 17 577 | 17 577 | 384 054 CHF | 384 406 CHF | 100,00% | 100,00% |
12/11/2024 | 0,11% | 21,72 CHF | 21,73 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 380 907 CHF | 381 258 CHF | 99,90% | 99,90% |
11/11/2024 | 0,11% | 21,65 CHF | 21,66 CHF | 32 000 | 32 000 | 17 562 | 17 562 | 378 016 CHF | 378 368 CHF | 99,17% | 99,17% |
08/11/2024 | 0,11% | 21,33 CHF | 21,34 CHF | 32 000 | 32 000 | 17 663 | 17 663 | 379 091 CHF | 379 442 CHF | 99,10% | 99,10% |
07/11/2024 | 0,11% | 21,36 CHF | 21,37 CHF | 32 000 | 32 000 | 17 673 | 17 673 | 374 909 CHF | 375 262 CHF | 99,47% | 99,47% |