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% | 20,05 CHF | 20,07 CHF | 42 000 | 42 000 | 19 011 | 19 011 | 386 628 CHF | 387 009 CHF | 99,30% | 99,30% |
19/11/2024 | 0,10% | 20,34 CHF | 20,36 CHF | 42 000 | 42 000 | 19 105 | 19 105 | 382 624 CHF | 383 006 CHF | 99,56% | 99,56% |
18/11/2024 | 0,10% | 20,45 CHF | 20,47 CHF | 42 000 | 42 000 | 18 864 | 18 864 | 387 436 CHF | 387 814 CHF | 99,25% | 99,25% |
15/11/2024 | 0,10% | 20,67 CHF | 20,69 CHF | 42 000 | 42 000 | 17 786 | 17 786 | 378 997 CHF | 379 356 CHF | 98,27% | 98,27% |
14/11/2024 | 0,09% | 22,08 CHF | 22,10 CHF | 40 000 | 40 000 | 17 298 | 17 298 | 387 980 CHF | 388 327 CHF | 98,79% | 98,79% |
13/11/2024 | 0,09% | 22,01 CHF | 22,03 CHF | 40 000 | 40 000 | 18 517 | 18 517 | 399 744 CHF | 400 115 CHF | 99,30% | 99,30% |
12/11/2024 | 0,10% | 20,93 CHF | 20,95 CHF | 41 000 | 41 000 | 18 765 | 18 765 | 394 703 CHF | 395 079 CHF | 99,48% | 99,48% |
11/11/2024 | 0,10% | 21,00 CHF | 21,02 CHF | 41 000 | 41 000 | 18 647 | 18 647 | 395 670 CHF | 396 043 CHF | 99,42% | 99,42% |
08/11/2024 | 0,10% | 21,21 CHF | 21,23 CHF | 41 000 | 41 000 | 18 781 | 18 781 | 398 881 CHF | 399 258 CHF | 99,65% | 99,65% |
07/11/2024 | 0,10% | 21,48 CHF | 21,50 CHF | 41 000 | 41 000 | 18 728 | 18 728 | 396 293 CHF | 396 668 CHF | 98,90% | 98,90% |