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% | 22,53 CHF | 22,55 CHF | 42 000 | 42 000 | 19 037 | 19 037 | 434 339 CHF | 434 721 CHF | 99,78% | 99,78% |
19/11/2024 | 0,09% | 22,81 CHF | 22,83 CHF | 42 000 | 42 000 | 19 153 | 19 153 | 430 873 CHF | 431 256 CHF | 100,00% | 100,00% |
18/11/2024 | 0,09% | 22,92 CHF | 22,94 CHF | 42 000 | 42 000 | 18 982 | 18 982 | 436 955 CHF | 437 336 CHF | 99,76% | 99,76% |
15/11/2024 | 0,09% | 23,15 CHF | 23,17 CHF | 42 000 | 42 000 | 18 036 | 18 036 | 428 986 CHF | 429 349 CHF | 99,42% | 99,42% |
14/11/2024 | 0,08% | 24,57 CHF | 24,59 CHF | 40 000 | 40 000 | 17 556 | 17 556 | 437 355 CHF | 437 706 CHF | 99,93% | 99,93% |
13/11/2024 | 0,09% | 24,49 CHF | 24,51 CHF | 40 000 | 40 000 | 18 659 | 18 659 | 448 946 CHF | 449 319 CHF | 99,95% | 99,95% |
12/11/2024 | 0,09% | 23,39 CHF | 23,41 CHF | 41 000 | 41 000 | 18 818 | 18 818 | 442 231 CHF | 442 608 CHF | 99,97% | 99,97% |
11/11/2024 | 0,09% | 23,46 CHF | 23,48 CHF | 41 000 | 41 000 | 18 774 | 18 774 | 444 533 CHF | 444 909 CHF | 100,00% | 100,00% |
08/11/2024 | 0,09% | 23,65 CHF | 23,67 CHF | 41 000 | 41 000 | 18 824 | 18 824 | 445 699 CHF | 446 076 CHF | 99,98% | 99,98% |
07/11/2024 | 0,09% | 23,92 CHF | 23,94 CHF | 41 000 | 41 000 | 18 771 | 18 771 | 443 066 CHF | 443 443 CHF | 99,33% | 99,33% |