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 | 0,05% | 19,57 CHF | 19,58 CHF | 89 300 | 89 300 | 89 300 | 89 300 | 1 783 700 CHF | 1 784 590 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 19,53 CHF | 19,54 CHF | 87 000 | 87 000 | 87 000 | 87 000 | 1 699 470 CHF | 1 700 340 CHF | 99,98% | 99,98% |
18/11/2024 | 0,05% | 20,32 CHF | 20,33 CHF | 87 300 | 87 300 | 87 300 | 87 300 | 1 759 020 CHF | 1 759 890 CHF | 97,78% | 97,78% |
15/11/2024 | 0,05% | 20,15 CHF | 20,16 CHF | 83 700 | 83 700 | 83 700 | 83 700 | 1 720 370 CHF | 1 721 210 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 21,50 CHF | 21,51 CHF | 85 400 | 85 400 | 85 400 | 85 400 | 1 796 420 CHF | 1 797 270 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 20,77 CHF | 20,78 CHF | 85 200 | 85 200 | 85 200 | 85 200 | 1 759 970 CHF | 1 760 820 CHF | 99,73% | 99,73% |
12/11/2024 | 0,05% | 20,82 CHF | 20,83 CHF | 81 000 | 81 000 | 81 000 | 81 000 | 1 743 370 CHF | 1 744 180 CHF | 100,00% | 100,00% |
11/11/2024 | 0,04% | 22,44 CHF | 22,45 CHF | 83 200 | 83 200 | 83 200 | 83 200 | 1 873 480 CHF | 1 874 310 CHF | 100,00% | 100,00% |
08/11/2024 | 0,05% | 21,65 CHF | 21,66 CHF | 80 600 | 80 600 | 80 600 | 80 600 | 1 760 320 CHF | 1 761 130 CHF | 100,00% | 100,00% |
07/11/2024 | 0,04% | 22,60 CHF | 22,61 CHF | 82 000 | 82 000 | 82 000 | 82 000 | 1 865 350 CHF | 1 866 170 CHF | 99,67% | 99,67% |