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% | 20,40 CHF | 20,42 CHF | 42 000 | 42 000 | 19 038 | 19 038 | 393 824 CHF | 394 207 CHF | 99,79% | 99,79% |
19/11/2024 | 0,10% | 20,69 CHF | 20,71 CHF | 42 000 | 42 000 | 19 151 | 19 151 | 390 206 CHF | 390 590 CHF | 99,99% | 99,99% |
18/11/2024 | 0,10% | 20,79 CHF | 20,81 CHF | 42 000 | 42 000 | 18 985 | 18 985 | 396 565 CHF | 396 945 CHF | 99,77% | 99,77% |
15/11/2024 | 0,09% | 21,02 CHF | 21,04 CHF | 42 000 | 42 000 | 18 040 | 18 040 | 390 576 CHF | 390 940 CHF | 99,43% | 99,43% |
14/11/2024 | 0,09% | 22,43 CHF | 22,45 CHF | 40 000 | 40 000 | 17 556 | 17 556 | 399 889 CHF | 400 241 CHF | 99,93% | 99,93% |
13/11/2024 | 0,09% | 22,36 CHF | 22,38 CHF | 40 000 | 40 000 | 18 657 | 18 657 | 409 326 CHF | 409 700 CHF | 99,93% | 99,93% |
12/11/2024 | 0,10% | 21,28 CHF | 21,30 CHF | 41 000 | 41 000 | 18 815 | 18 815 | 402 349 CHF | 402 726 CHF | 99,96% | 99,96% |
11/11/2024 | 0,09% | 21,35 CHF | 21,37 CHF | 41 000 | 41 000 | 18 774 | 18 774 | 404 924 CHF | 405 300 CHF | 100,00% | 100,00% |
08/11/2024 | 0,09% | 21,55 CHF | 21,57 CHF | 41 000 | 41 000 | 18 824 | 18 824 | 406 288 CHF | 406 665 CHF | 99,98% | 99,98% |
07/11/2024 | 0,10% | 21,83 CHF | 21,85 CHF | 41 000 | 41 000 | 18 770 | 18 770 | 403 739 CHF | 404 115 CHF | 99,33% | 99,33% |