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 | 0,24% | 21,10 CHF | 21,15 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 423 629 CHF | 424 620 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 21,10 CHF | 21,15 CHF | 20 000 | 20 000 | 19 806 | 19 806 | 415 930 CHF | 416 921 CHF | 96,90% | 96,90% |
18/11/2024 | 0,24% | 21,30 CHF | 21,35 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 418 166 CHF | 419 157 CHF | 99,98% | 99,98% |
15/11/2024 | 0,23% | 21,10 CHF | 21,15 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 429 921 CHF | 430 921 CHF | 73,58% | 73,58% |
14/11/2024 | 0,23% | 22,05 CHF | 22,10 CHF | 20 000 | 20 000 | 19 813 | 19 812 | 439 021 CHF | 439 988 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 22,00 CHF | 22,05 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 436 080 CHF | 437 071 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 22,00 CHF | 22,05 CHF | 20 000 | 20 000 | 19 814 | 19 812 | 437 305 CHF | 438 266 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 22,05 CHF | 22,10 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 438 845 CHF | 439 837 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 21,90 CHF | 21,95 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 432 421 CHF | 433 413 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 21,70 CHF | 21,75 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 426 473 CHF | 427 465 CHF | 100,00% | 100,00% |