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% | 21,50 CHF | 21,55 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 431 319 CHF | 432 311 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 21,50 CHF | 21,55 CHF | 20 000 | 20 000 | 19 806 | 19 806 | 423 600 CHF | 424 591 CHF | 96,90% | 96,90% |
18/11/2024 | 0,23% | 21,65 CHF | 21,70 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 425 921 CHF | 426 912 CHF | 99,98% | 99,98% |
15/11/2024 | 0,23% | 21,45 CHF | 21,50 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 437 726 CHF | 438 726 CHF | 73,03% | 73,03% |
14/11/2024 | 0,22% | 22,40 CHF | 22,45 CHF | 20 000 | 20 000 | 19 813 | 19 812 | 446 733 CHF | 447 701 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 22,40 CHF | 22,45 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 443 758 CHF | 444 750 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 22,40 CHF | 22,45 CHF | 20 000 | 20 000 | 19 814 | 19 812 | 444 966 CHF | 445 920 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 22,45 CHF | 22,50 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 446 524 CHF | 447 515 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 22,25 CHF | 22,30 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 439 975 CHF | 440 967 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 22,10 CHF | 22,15 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 433 971 CHF | 434 962 CHF | 100,00% | 100,00% |