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% | 21,00 CHF | 21,05 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 421 033 CHF | 422 025 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 21,00 CHF | 21,05 CHF | 20 000 | 20 000 | 19 806 | 19 806 | 413 385 CHF | 414 376 CHF | 96,91% | 96,91% |
18/11/2024 | 0,24% | 21,15 CHF | 21,20 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 415 610 CHF | 416 602 CHF | 99,98% | 99,98% |
15/11/2024 | 0,23% | 20,95 CHF | 21,00 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 427 386 CHF | 428 386 CHF | 73,40% | 73,40% |
14/11/2024 | 0,23% | 21,90 CHF | 21,95 CHF | 20 000 | 20 000 | 19 813 | 19 812 | 436 404 CHF | 437 377 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 21,85 CHF | 21,90 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 433 471 CHF | 434 462 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 21,90 CHF | 21,95 CHF | 20 000 | 20 000 | 19 813 | 19 812 | 434 673 CHF | 435 650 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 21,95 CHF | 22,00 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 436 291 CHF | 437 283 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 21,75 CHF | 21,80 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 429 857 CHF | 430 848 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 21,60 CHF | 21,65 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 423 887 CHF | 424 879 CHF | 100,00% | 100,00% |