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% | 22,03 CHF | 22,05 CHF | 42 000 | 42 000 | 19 018 | 19 018 | 424 349 CHF | 424 731 CHF | 99,29% | 99,29% |
19/11/2024 | 0,09% | 22,31 CHF | 22,33 CHF | 42 000 | 42 000 | 19 100 | 19 100 | 420 140 CHF | 420 523 CHF | 99,59% | 99,59% |
18/11/2024 | 0,09% | 22,42 CHF | 22,44 CHF | 42 000 | 42 000 | 18 874 | 18 874 | 424 979 CHF | 425 357 CHF | 99,30% | 99,30% |
15/11/2024 | 0,09% | 22,65 CHF | 22,67 CHF | 42 000 | 42 000 | 17 782 | 17 782 | 414 148 CHF | 414 507 CHF | 98,12% | 98,12% |
14/11/2024 | 0,08% | 24,06 CHF | 24,08 CHF | 40 000 | 40 000 | 17 293 | 17 293 | 422 148 CHF | 422 495 CHF | 98,76% | 98,76% |
13/11/2024 | 0,09% | 23,98 CHF | 24,00 CHF | 40 000 | 40 000 | 18 516 | 18 516 | 436 184 CHF | 436 555 CHF | 99,31% | 99,31% |
12/11/2024 | 0,09% | 22,90 CHF | 22,92 CHF | 41 000 | 41 000 | 18 728 | 18 728 | 430 741 CHF | 431 117 CHF | 99,29% | 99,29% |
11/11/2024 | 0,09% | 22,97 CHF | 22,99 CHF | 41 000 | 41 000 | 18 628 | 18 628 | 431 798 CHF | 432 171 CHF | 99,34% | 99,34% |
08/11/2024 | 0,09% | 23,15 CHF | 23,17 CHF | 41 000 | 41 000 | 18 790 | 18 790 | 435 613 CHF | 435 989 CHF | 99,64% | 99,64% |
07/11/2024 | 0,09% | 23,43 CHF | 23,45 CHF | 41 000 | 41 000 | 18 719 | 18 719 | 432 554 CHF | 432 929 CHF | 98,78% | 98,78% |