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% | 21,46 CHF | 21,48 CHF | 42 000 | 42 000 | 19 038 | 19 038 | 414 011 CHF | 414 393 CHF | 99,79% | 99,79% |
19/11/2024 | 0,10% | 21,74 CHF | 21,76 CHF | 42 000 | 42 000 | 19 152 | 19 152 | 410 450 CHF | 410 834 CHF | 100,00% | 100,00% |
18/11/2024 | 0,09% | 21,86 CHF | 21,88 CHF | 42 000 | 42 000 | 18 990 | 18 990 | 416 827 CHF | 417 208 CHF | 99,80% | 99,80% |
15/11/2024 | 0,09% | 22,08 CHF | 22,10 CHF | 42 000 | 42 000 | 18 037 | 18 037 | 409 676 CHF | 410 040 CHF | 99,42% | 99,42% |
14/11/2024 | 0,09% | 23,50 CHF | 23,52 CHF | 40 000 | 40 000 | 17 555 | 17 555 | 418 526 CHF | 418 878 CHF | 99,93% | 99,93% |
13/11/2024 | 0,09% | 23,42 CHF | 23,44 CHF | 40 000 | 40 000 | 18 657 | 18 657 | 429 026 CHF | 429 400 CHF | 99,93% | 99,93% |
12/11/2024 | 0,09% | 22,33 CHF | 22,35 CHF | 41 000 | 41 000 | 18 818 | 18 818 | 422 250 CHF | 422 627 CHF | 99,97% | 99,97% |
11/11/2024 | 0,09% | 22,40 CHF | 22,42 CHF | 41 000 | 41 000 | 18 782 | 18 782 | 424 825 CHF | 425 201 CHF | 100,00% | 100,00% |
08/11/2024 | 0,09% | 22,60 CHF | 22,62 CHF | 41 000 | 41 000 | 18 825 | 18 825 | 425 938 CHF | 426 315 CHF | 99,98% | 99,98% |
07/11/2024 | 0,09% | 22,87 CHF | 22,89 CHF | 41 000 | 41 000 | 18 771 | 18 771 | 423 316 CHF | 423 693 CHF | 99,33% | 99,33% |