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% | 23,07 CHF | 23,09 CHF | 42 000 | 42 000 | 19 008 | 19 008 | 443 925 CHF | 444 307 CHF | 99,25% | 99,25% |
19/11/2024 | 0,09% | 23,35 CHF | 23,37 CHF | 42 000 | 42 000 | 19 098 | 19 098 | 439 915 CHF | 440 298 CHF | 99,54% | 99,54% |
18/11/2024 | 0,09% | 23,46 CHF | 23,48 CHF | 42 000 | 42 000 | 18 875 | 18 875 | 444 645 CHF | 445 023 CHF | 99,30% | 99,30% |
15/11/2024 | 0,08% | 23,69 CHF | 23,71 CHF | 42 000 | 42 000 | 17 769 | 17 769 | 432 385 CHF | 432 743 CHF | 98,12% | 98,12% |
14/11/2024 | 0,08% | 25,10 CHF | 25,12 CHF | 40 000 | 40 000 | 17 289 | 17 289 | 440 085 CHF | 440 432 CHF | 98,74% | 98,74% |
13/11/2024 | 0,08% | 25,02 CHF | 25,04 CHF | 40 000 | 40 000 | 18 520 | 18 520 | 455 447 CHF | 455 818 CHF | 99,32% | 99,32% |
12/11/2024 | 0,08% | 23,93 CHF | 23,95 CHF | 41 000 | 41 000 | 18 752 | 18 752 | 450 674 CHF | 451 050 CHF | 99,42% | 99,42% |
11/11/2024 | 0,08% | 24,00 CHF | 24,02 CHF | 41 000 | 41 000 | 18 619 | 18 619 | 450 795 CHF | 451 168 CHF | 99,28% | 99,28% |
08/11/2024 | 0,08% | 24,18 CHF | 24,20 CHF | 41 000 | 41 000 | 18 785 | 18 785 | 454 725 CHF | 455 101 CHF | 99,64% | 99,64% |
07/11/2024 | 0,08% | 24,45 CHF | 24,47 CHF | 41 000 | 41 000 | 18 726 | 18 726 | 451 858 CHF | 452 233 CHF | 98,76% | 98,76% |