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 | 0,23% | 21,75 CHF | 21,80 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 436 516 CHF | 437 508 CHF | 100,00% | 100,00% |
19/11/2024 | 0,23% | 21,75 CHF | 21,80 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 428 867 CHF | 429 858 CHF | 99,31% | 99,31% |
18/11/2024 | 0,23% | 21,95 CHF | 22,00 CHF | 20 000 | 20 000 | 19 813 | 19 811 | 431 091 CHF | 432 044 CHF | 99,98% | 99,98% |
15/11/2024 | 0,23% | 21,75 CHF | 21,80 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 442 945 CHF | 443 945 CHF | 72,98% | 72,98% |
14/11/2024 | 0,22% | 22,70 CHF | 22,75 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 451 901 CHF | 452 893 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 22,65 CHF | 22,70 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 448 916 CHF | 449 908 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 22,65 CHF | 22,70 CHF | 20 000 | 20 000 | 19 814 | 19 812 | 450 124 CHF | 451 078 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 22,70 CHF | 22,75 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 451 629 CHF | 452 621 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 22,55 CHF | 22,60 CHF | 20 000 | 20 000 | 19 813 | 19 811 | 445 080 CHF | 446 043 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 22,35 CHF | 22,40 CHF | 20 000 | 20 000 | 19 813 | 19 811 | 439 149 CHF | 440 106 CHF | 100,00% | 100,00% |