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% | 20,08 CHF | 20,09 CHF | 32 000 | 32 000 | 17 672 | 17 672 | 360 931 CHF | 361 283 CHF | 99,77% | 99,77% |
19/11/2024 | 0,12% | 20,29 CHF | 20,30 CHF | 32 000 | 32 000 | 17 754 | 17 754 | 355 081 CHF | 355 435 CHF | 100,00% | 100,00% |
18/11/2024 | 0,12% | 20,03 CHF | 20,04 CHF | 32 000 | 32 000 | 17 887 | 17 887 | 355 126 CHF | 355 482 CHF | 99,90% | 99,90% |
15/11/2024 | 0,12% | 19,56 CHF | 19,57 CHF | 33 000 | 33 000 | 17 756 | 17 756 | 355 557 CHF | 355 910 CHF | 99,61% | 99,61% |
14/11/2024 | 0,11% | 20,32 CHF | 20,33 CHF | 32 000 | 32 000 | 17 187 | 17 187 | 356 861 CHF | 357 211 CHF | 99,87% | 99,87% |
13/11/2024 | 0,11% | 20,87 CHF | 20,88 CHF | 32 000 | 32 000 | 17 576 | 17 576 | 370 062 CHF | 370 413 CHF | 100,00% | 100,00% |
12/11/2024 | 0,11% | 20,92 CHF | 20,93 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 366 974 CHF | 367 325 CHF | 99,90% | 99,90% |
11/11/2024 | 0,11% | 20,86 CHF | 20,87 CHF | 32 000 | 32 000 | 17 562 | 17 562 | 364 111 CHF | 364 463 CHF | 99,17% | 99,17% |
08/11/2024 | 0,11% | 20,54 CHF | 20,55 CHF | 32 000 | 32 000 | 17 599 | 17 599 | 363 877 CHF | 364 228 CHF | 98,51% | 98,51% |
07/11/2024 | 0,11% | 20,57 CHF | 20,58 CHF | 32 000 | 32 000 | 17 661 | 17 661 | 360 779 CHF | 361 132 CHF | 99,35% | 99,35% |