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% | 19,34 CHF | 19,36 CHF | 42 000 | 42 000 | 19 038 | 19 038 | 373 634 CHF | 374 016 CHF | 99,78% | 99,78% |
19/11/2024 | 0,11% | 19,63 CHF | 19,65 CHF | 42 000 | 42 000 | 19 153 | 19 153 | 370 032 CHF | 370 416 CHF | 100,00% | 100,00% |
18/11/2024 | 0,10% | 19,74 CHF | 19,76 CHF | 42 000 | 42 000 | 18 987 | 18 987 | 376 477 CHF | 376 858 CHF | 99,78% | 99,78% |
15/11/2024 | 0,10% | 19,96 CHF | 19,98 CHF | 42 000 | 42 000 | 18 039 | 18 039 | 371 394 CHF | 371 758 CHF | 99,43% | 99,43% |
14/11/2024 | 0,09% | 21,37 CHF | 21,39 CHF | 40 000 | 40 000 | 17 556 | 17 556 | 381 237 CHF | 381 589 CHF | 99,93% | 99,93% |
13/11/2024 | 0,10% | 21,31 CHF | 21,33 CHF | 40 000 | 40 000 | 18 657 | 18 657 | 389 665 CHF | 390 039 CHF | 99,93% | 99,93% |
12/11/2024 | 0,10% | 20,22 CHF | 20,24 CHF | 41 000 | 41 000 | 18 818 | 18 818 | 382 596 CHF | 382 973 CHF | 99,97% | 99,97% |
11/11/2024 | 0,10% | 20,30 CHF | 20,32 CHF | 41 000 | 41 000 | 18 782 | 18 782 | 385 340 CHF | 385 717 CHF | 100,00% | 100,00% |
08/11/2024 | 0,10% | 20,51 CHF | 20,53 CHF | 41 000 | 41 000 | 18 820 | 18 820 | 386 606 CHF | 386 983 CHF | 99,96% | 99,96% |
07/11/2024 | 0,10% | 20,79 CHF | 20,81 CHF | 41 000 | 41 000 | 18 771 | 18 771 | 384 169 CHF | 384 546 CHF | 99,33% | 99,33% |