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% | 23,60 CHF | 23,62 CHF | 42 000 | 42 000 | 19 038 | 19 038 | 454 716 CHF | 455 098 CHF | 99,79% | 99,79% |
19/11/2024 | 0,09% | 23,88 CHF | 23,90 CHF | 42 000 | 42 000 | 19 152 | 19 152 | 451 278 CHF | 451 661 CHF | 100,00% | 100,00% |
18/11/2024 | 0,08% | 24,00 CHF | 24,02 CHF | 42 000 | 42 000 | 18 989 | 18 989 | 457 488 CHF | 457 868 CHF | 99,80% | 99,80% |
15/11/2024 | 0,08% | 24,22 CHF | 24,24 CHF | 42 000 | 42 000 | 18 036 | 18 036 | 448 328 CHF | 448 691 CHF | 99,42% | 99,42% |
14/11/2024 | 0,08% | 25,64 CHF | 25,66 CHF | 40 000 | 40 000 | 17 553 | 17 553 | 456 134 CHF | 456 486 CHF | 99,92% | 99,92% |
13/11/2024 | 0,08% | 25,55 CHF | 25,57 CHF | 40 000 | 40 000 | 18 657 | 18 657 | 468 779 CHF | 469 153 CHF | 99,93% | 99,93% |
12/11/2024 | 0,08% | 24,46 CHF | 24,48 CHF | 41 000 | 41 000 | 18 818 | 18 818 | 462 262 CHF | 462 639 CHF | 99,97% | 99,97% |
11/11/2024 | 0,08% | 24,53 CHF | 24,55 CHF | 41 000 | 41 000 | 18 776 | 18 776 | 464 521 CHF | 464 897 CHF | 99,97% | 99,97% |
08/11/2024 | 0,08% | 24,70 CHF | 24,72 CHF | 41 000 | 41 000 | 18 826 | 18 826 | 465 574 CHF | 465 951 CHF | 99,99% | 99,99% |
07/11/2024 | 0,08% | 24,97 CHF | 24,99 CHF | 41 000 | 41 000 | 18 771 | 18 771 | 462 857 CHF | 463 233 CHF | 99,33% | 99,33% |