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 | 0,10% | 21,03 CHF | 21,05 CHF | 42 000 | 42 000 | 19 013 | 19 013 | 405 298 CHF | 405 680 CHF | 99,30% | 99,30% |
19/11/2024 | 0,10% | 21,32 CHF | 21,34 CHF | 42 000 | 42 000 | 19 098 | 19 098 | 401 129 CHF | 401 511 CHF | 99,58% | 99,58% |
18/11/2024 | 0,09% | 21,42 CHF | 21,44 CHF | 42 000 | 42 000 | 18 863 | 18 863 | 405 910 CHF | 406 288 CHF | 99,25% | 99,25% |
15/11/2024 | 0,09% | 21,65 CHF | 21,67 CHF | 42 000 | 42 000 | 17 771 | 17 771 | 396 131 CHF | 396 489 CHF | 98,24% | 98,24% |
14/11/2024 | 0,09% | 23,06 CHF | 23,08 CHF | 40 000 | 40 000 | 17 290 | 17 290 | 404 759 CHF | 405 106 CHF | 98,75% | 98,75% |
13/11/2024 | 0,09% | 22,99 CHF | 23,01 CHF | 40 000 | 40 000 | 18 516 | 18 516 | 417 775 CHF | 418 146 CHF | 99,30% | 99,30% |
12/11/2024 | 0,09% | 21,90 CHF | 21,92 CHF | 41 000 | 41 000 | 18 728 | 18 728 | 412 184 CHF | 412 560 CHF | 99,29% | 99,29% |
11/11/2024 | 0,09% | 21,98 CHF | 22,00 CHF | 41 000 | 41 000 | 18 623 | 18 623 | 413 289 CHF | 413 662 CHF | 99,30% | 99,30% |
08/11/2024 | 0,09% | 22,17 CHF | 22,19 CHF | 41 000 | 41 000 | 18 783 | 18 783 | 417 027 CHF | 417 403 CHF | 99,68% | 99,68% |
07/11/2024 | 0,09% | 22,45 CHF | 22,47 CHF | 41 000 | 41 000 | 18 737 | 18 737 | 414 552 CHF | 414 928 CHF | 98,80% | 98,80% |