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% | 21,25 CHF | 21,30 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 426 150 CHF | 427 142 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 21,25 CHF | 21,30 CHF | 20 000 | 20 000 | 19 806 | 19 806 | 418 433 CHF | 419 424 CHF | 96,91% | 96,91% |
18/11/2024 | 0,24% | 21,40 CHF | 21,45 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 420 728 CHF | 421 720 CHF | 99,98% | 99,98% |
15/11/2024 | 0,23% | 21,20 CHF | 21,25 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 432 475 CHF | 433 475 CHF | 73,04% | 73,04% |
14/11/2024 | 0,23% | 22,15 CHF | 22,20 CHF | 20 000 | 20 000 | 19 813 | 19 811 | 441 497 CHF | 442 461 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 22,10 CHF | 22,15 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 438 523 CHF | 439 515 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 22,15 CHF | 22,20 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 439 745 CHF | 440 720 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 22,20 CHF | 22,25 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 441 304 CHF | 442 296 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 22,00 CHF | 22,05 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 434 848 CHF | 435 840 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 21,85 CHF | 21,90 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 428 869 CHF | 429 861 CHF | 100,00% | 100,00% |